-44.9%
ORCL vs SFM
-36.1%
-8.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.4% | +9.1% |
| 7D | +3.8% | -7.1% | +10.8% | +2.9% |
| 30D | -6.6% | -21.4% | +14.8% | -7.4% |
| 3M | -11.4% | -40.1% | +28.7% | -14.0% |
| 6M | -33.3% | -38.0% | +4.7% | -35.4% |
| YTD | -33.3% | -36.5% | +3.3% | -35.2% |
| 1Y | -44.9% | -35.2% | -9.7% | -46.3% |
| All | -44.9% | -36.1% | -8.8% | -46.3% |
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