+10.2%
ORCL vs SIMO
+214.6%
-204.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | -0.1% |
| 7D | -11.2% | -22.0% | +10.8% | -6.4% |
| 30D | -18.8% | -43.0% | +24.2% | -9.3% |
| 3M | -18.8% | -39.1% | +20.4% | -11.1% |
| 6M | -39.7% | -33.3% | -6.5% | -36.5% |
| YTD | -39.6% | +77.0% | -116.6% | -52.8% |
| 1Y | -51.7% | +73.0% | -124.8% | -61.9% |
| 3Y | +10.2% | +215.7% | -205.5% | -36.9% |
| All | +10.2% | +214.6% | -204.4% | -36.9% |
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