-43.3%
ORCL vs SITM
+51.8%
-95.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +10.4% | +32.5% | -22.2% | +4.9% |
| 30D | -11.2% | -18.8% | +7.6% | -8.8% |
| 3M | -16.8% | -30.9% | +14.1% | -13.3% |
| 6M | -31.5% | -44.5% | +13.0% | -28.1% |
| YTD | -33.9% | +33.2% | -67.1% | -38.1% |
| 1Y | -43.3% | +53.8% | -97.1% | -48.3% |
| All | -43.3% | +51.8% | -95.0% | -48.3% |
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