+91.4%
ORCL vs SIMO
+269.6%
-178.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | +1.7% |
| 7D | +5.3% | +4.2% | +1.0% | +4.6% |
| 30D | +10.0% | +4.1% | +5.9% | +8.7% |
| 3M | -32.6% | -12.9% | -19.7% | -32.2% |
| 6M | +4.9% | +110.3% | -105.4% | -10.7% |
| YTD | -17.8% | +178.6% | -196.3% | -34.6% |
| 1Y | -28.0% | +220.0% | -248.0% | -44.3% |
| 3Y | +36.0% | +409.0% | -373.0% | -4.3% |
| All | +91.4% | +269.6% | -178.1% | +43.9% |
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 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