+42.7%
ORCL vs SM
+5.5%
+37.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.0% | +9.4% | -1.4% | +6.7% |
| 30D | -4.0% | -14.4% | +10.4% | -2.3% |
| 3M | -19.5% | +1.6% | -21.0% | -20.2% |
| 6M | -33.5% | +6.3% | -39.8% | -35.0% |
| YTD | -34.8% | +78.8% | -113.6% | -42.0% |
| 1Y | -41.6% | +83.1% | -124.8% | -48.3% |
| 3Y | +13.8% | -5.9% | +19.7% | +7.7% |
| All | +42.7% | +5.5% | +37.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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