+1,002.8%
ORCL vs SIMO
+1,993.5%
-990.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -14.4% | +7.5% | -4.5% |
| 7D | -17.5% | -31.4% | +13.9% | -12.1% |
| 30D | -20.2% | -45.2% | +25.0% | -12.0% |
| 3M | -19.9% | -36.5% | +16.6% | -14.5% |
| 6M | -37.4% | -34.2% | -3.2% | -34.6% |
| YTD | -40.1% | +69.9% | -110.0% | -47.9% |
| 1Y | -53.4% | +60.4% | -113.8% | -59.0% |
| 3Y | +10.4% | +203.1% | -192.7% | -13.9% |
| 5Y | +29.8% | +145.4% | -115.7% | +1.2% |
| 10Y | +249.2% | +368.9% | -119.7% | +132.9% |
| All | +1,002.8% | +1,993.5% | -990.7% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling