-41.6%
ORCL vs SIMO
+90.9%
-132.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.4% |
| 7D | +8.0% | +4.1% | +3.9% | +7.3% |
| 30D | -4.0% | -24.0% | +20.0% | 0.0% |
| 3M | -19.5% | -31.8% | +12.3% | -15.0% |
| 6M | -33.5% | -36.9% | +3.4% | -29.8% |
| YTD | -34.8% | +84.8% | -119.7% | -45.5% |
| 1Y | -41.6% | +99.0% | -140.6% | -54.8% |
| All | -41.6% | +90.9% | -132.5% | -54.8% |
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