-49.6%
ORCL vs SFM
-37.1%
-12.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.3% |
| 7D | +0.5% | -10.2% | +10.7% | -0.5% |
| 30D | -15.3% | -23.9% | +8.6% | -16.2% |
| 3M | -18.2% | -42.3% | +24.0% | -20.7% |
| 6M | -38.4% | -40.1% | +1.7% | -40.4% |
| YTD | -37.7% | -37.8% | 0.0% | -39.6% |
| All | -49.6% | -37.1% | -12.5% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling