-41.6%
ORCL vs SFM
-36.8%
-4.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.3% |
| 7D | +8.0% | +6.0% | +1.9% | +8.4% |
| 30D | -4.0% | -19.5% | +15.5% | -4.6% |
| 3M | -19.5% | -37.0% | +17.6% | -21.2% |
| 6M | -33.5% | -41.0% | +7.5% | -35.2% |
| YTD | -34.8% | -34.6% | -0.2% | -35.9% |
| 1Y | -41.6% | -36.3% | -5.4% | -42.4% |
| All | -41.6% | -36.8% | -4.8% | -42.4% |
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