+244.8%
ORCL vs SBAC
+93.8%
+151.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -11.2% | +1.2% | -12.4% | -11.4% |
| 30D | -18.8% | +11.2% | -30.0% | -20.9% |
| 3M | -18.8% | +4.5% | -23.2% | -19.7% |
| 6M | -39.7% | -12.2% | -27.6% | -38.3% |
| YTD | -39.6% | -0.1% | -39.5% | -40.7% |
| 1Y | -51.7% | -0.3% | -51.5% | -52.6% |
| 3Y | +10.2% | -8.7% | +19.0% | +8.0% |
| 5Y | +30.8% | -40.2% | +71.0% | +44.9% |
| All | +244.8% | +93.8% | +151.0% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling