-44.9%
ORCL vs SIMO
+97.3%
-142.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +8.7% | +0.2% | +7.2% |
| 7D | +3.8% | +0.9% | +2.8% | +3.5% |
| 30D | -6.6% | -25.4% | +18.8% | -2.6% |
| 3M | -11.4% | -17.8% | +6.3% | -8.8% |
| 6M | -33.3% | -29.6% | -3.7% | -30.8% |
| YTD | -33.3% | +100.3% | -133.6% | -46.2% |
| 1Y | -44.9% | +100.4% | -145.3% | -55.4% |
| All | -44.9% | +97.3% | -142.3% | -55.4% |
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