+32.7%
ORCL vs SIMO
+418.6%
-385.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +1.4% |
| 7D | +5.3% | +4.2% | +1.0% | +4.4% |
| 30D | +10.0% | +4.1% | +5.9% | +8.4% |
| 3M | -32.6% | -12.9% | -19.7% | -32.1% |
| 6M | +4.9% | +110.3% | -105.4% | -16.3% |
| YTD | -17.8% | +178.6% | -196.3% | -41.6% |
| 1Y | -28.0% | +220.0% | -248.0% | -51.5% |
| All | +32.7% | +418.6% | -385.9% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling