-50.6%
ORCL vs SGOV
+3.8%
-54.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -5.4% | 0.0% | -5.4% | -5.2% |
| 30D | -2.0% | +0.3% | -2.3% | -0.5% |
| 3M | -18.1% | +0.9% | -19.0% | -14.3% |
| 6M | -7.2% | +1.8% | -9.1% | +5.0% |
| YTD | -22.2% | +2.5% | -24.7% | -10.1% |
| 1Y | -50.6% | +3.8% | -54.4% | +17.2% |
| All | -50.6% | +3.8% | -54.4% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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