+346.9%
ORCL vs SFM
+326.6%
+20.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.7% |
| 7D | +5.3% | -0.1% | +5.3% | +5.3% |
| 30D | +10.0% | -4.4% | +14.3% | +10.5% |
| 3M | -32.6% | +1.5% | -34.1% | -33.0% |
| 6M | +4.9% | +6.5% | -1.5% | +2.8% |
| YTD | -17.8% | +2.2% | -19.9% | -19.0% |
| 1Y | -28.0% | -41.9% | +13.9% | -23.3% |
| 3Y | +36.0% | +106.8% | -70.7% | +19.1% |
| 5Y | +88.7% | +231.6% | -142.8% | +50.6% |
| All | +346.9% | +326.6% | +20.3% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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