+42.7%
ORCL vs SFM
+116.0%
-73.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | +8.0% | +6.0% | +1.9% | +7.4% |
| 30D | -4.0% | -19.5% | +15.5% | -2.2% |
| 3M | -19.5% | -37.0% | +17.6% | -15.8% |
| 6M | -33.5% | -41.0% | +7.5% | -30.2% |
| YTD | -34.8% | -34.6% | -0.2% | -32.9% |
| 1Y | -41.6% | -36.3% | -5.4% | -39.7% |
| 3Y | +13.8% | +24.5% | -10.8% | +6.3% |
| All | +42.7% | +116.0% | -73.3% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling