+29.8%
ORCL vs SIMO
+144.7%
-114.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.4% | +7.5% | -4.3% |
| 7D | -17.5% | -31.4% | +13.9% | -11.7% |
| 30D | -20.2% | -45.2% | +25.0% | -11.6% |
| 3M | -19.9% | -36.5% | +16.6% | -14.1% |
| 6M | -37.4% | -34.2% | -3.2% | -34.2% |
| YTD | -40.1% | +69.9% | -110.0% | -48.6% |
| 1Y | -53.4% | +60.4% | -113.8% | -59.4% |
| 3Y | +10.4% | +203.1% | -192.7% | -16.2% |
| 5Y | +29.8% | +145.4% | -115.7% | -1.1% |
| All | +29.8% | +144.7% | -114.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling