-28.0%
ORCL vs SIMO
+226.2%
-254.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +2.1% |
| 7D | +5.3% | +4.2% | +1.0% | +4.7% |
| 30D | +10.0% | +4.1% | +5.9% | +9.0% |
| 3M | -32.6% | -12.9% | -19.7% | -32.3% |
| 6M | +4.9% | +110.3% | -105.4% | -7.1% |
| YTD | -17.8% | +178.6% | -196.3% | -34.8% |
| 1Y | -28.0% | +220.0% | -248.0% | -41.1% |
| All | -28.0% | +226.2% | -254.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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