+216.6%
ORCL vs SITM
+4,437.5%
-4,220.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +10.9% | +3.7% | +7.2% | +10.4% |
| 30D | +7.0% | -14.5% | +21.5% | +9.0% |
| 3M | -21.2% | -10.6% | -10.6% | -21.0% |
| 6M | +7.4% | +65.5% | -58.1% | -1.7% |
| YTD | -16.3% | +67.0% | -83.3% | -24.2% |
| 1Y | -32.3% | +138.6% | -170.9% | -42.2% |
| 3Y | +32.6% | +421.8% | -389.3% | -0.6% |
| 5Y | +93.1% | +172.4% | -79.3% | +45.2% |
| All | +216.6% | +4,437.5% | -4,220.9% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling