+46.1%
ORCL vs SBAC
-39.8%
+85.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.5% | +8.9% |
| 7D | +3.8% | -2.8% | +6.5% | +4.1% |
| 30D | -6.6% | +3.1% | -9.7% | -7.0% |
| 3M | -11.4% | +5.1% | -16.6% | -12.1% |
| 6M | -33.3% | -11.4% | -21.9% | -32.5% |
| YTD | -33.3% | +0.2% | -33.4% | -34.0% |
| 1Y | -44.9% | -3.9% | -41.0% | -45.2% |
| 3Y | +17.6% | -7.7% | +25.3% | +15.7% |
| 5Y | +46.1% | -39.7% | +85.8% | +55.5% |
| All | +46.1% | -39.8% | +85.8% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling