+9.3%
ORCL vs SIMO
+202.0%
-192.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.4% | +7.5% | -3.8% |
| 7D | -17.5% | -31.4% | +13.9% | -10.7% |
| 30D | -20.2% | -45.2% | +25.0% | -10.0% |
| 3M | -19.9% | -36.5% | +16.6% | -13.1% |
| 6M | -37.4% | -34.2% | -3.2% | -33.8% |
| YTD | -40.1% | +69.9% | -110.0% | -52.7% |
| 1Y | -53.4% | +60.4% | -113.8% | -62.4% |
| All | +9.3% | +202.0% | -192.7% | -36.8% |
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 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