+30.6%
ORCL vs SIMO
+154.7%
-124.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.3% | +0.1% |
| 7D | -11.2% | -22.0% | +10.8% | -7.1% |
| 30D | -18.8% | -43.0% | +24.2% | -10.8% |
| 3M | -18.8% | -39.1% | +20.4% | -12.3% |
| 6M | -39.7% | -33.3% | -6.5% | -36.8% |
| YTD | -39.6% | +77.0% | -116.6% | -48.5% |
| 1Y | -51.7% | +73.0% | -124.8% | -58.6% |
| 3Y | +10.2% | +215.7% | -205.5% | -16.9% |
| All | +30.6% | +154.7% | -124.1% | -1.0% |
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