-51.7%
ORCL vs SIMO
+67.0%
-118.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.1% |
| 7D | -11.2% | -22.0% | +10.8% | -7.4% |
| 30D | -18.8% | -43.0% | +24.2% | -12.0% |
| 3M | -18.8% | -39.1% | +20.4% | -13.1% |
| 6M | -39.7% | -33.3% | -6.5% | -36.5% |
| YTD | -39.6% | +77.0% | -116.6% | -50.4% |
| 1Y | -51.7% | +73.0% | -124.8% | -59.5% |
| All | -51.7% | +67.0% | -118.7% | -59.5% |
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