+234.3%
ORCL vs SGOV
+20.2%
+214.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +15.0% | +0.1% | +14.9% | +15.0% |
| 30D | +10.5% | +0.3% | +10.2% | +10.5% |
| 3M | -23.0% | +0.9% | -23.9% | -23.1% |
| 6M | +7.0% | +1.8% | +5.2% | +6.7% |
| YTD | -15.8% | +2.5% | -18.3% | -16.3% |
| 1Y | -31.1% | +3.8% | -34.8% | -31.7% |
| 3Y | +33.3% | +14.3% | +18.9% | +8.8% |
| 5Y | +94.3% | +20.1% | +74.2% | +78.3% |
| All | +234.3% | +20.2% | +214.1% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling