-49.6%
ORCL vs SITM
+33.6%
-83.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.6% | -6.4% | +1.5% |
| 7D | +0.5% | +9.4% | -8.9% | -1.4% |
| 30D | -15.3% | -25.4% | +10.1% | -11.9% |
| 3M | -18.2% | -37.0% | +18.8% | -13.7% |
| 6M | -38.4% | -45.1% | +6.7% | -35.1% |
| YTD | -37.7% | +29.4% | -67.1% | -41.5% |
| All | -49.6% | +33.6% | -83.2% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling