+330.5%
ORCL vs SFM
+40.3%
+290.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.7% | +1.4% |
| 7D | -11.2% | -1.2% | -9.9% | -11.3% |
| 30D | -18.8% | -24.8% | +5.9% | -16.6% |
| 3M | -18.8% | -43.7% | +24.9% | -13.6% |
| 6M | -39.7% | -37.3% | -2.5% | -37.2% |
| YTD | -39.6% | -38.4% | -1.3% | -37.2% |
| 1Y | -51.7% | -36.9% | -14.8% | -50.0% |
| 3Y | +10.2% | +20.7% | -10.4% | +3.3% |
| 5Y | +30.8% | +103.5% | -72.7% | +11.9% |
| 10Y | +252.1% | +139.7% | +112.3% | +181.1% |
| All | +330.5% | +40.3% | +290.2% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling