+12.7%
ORCL vs SN
+650.0%
-637.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.4% |
| 7D | +10.4% | +1.4% | +9.0% | +10.1% |
| 30D | -11.2% | +16.6% | -27.8% | -14.0% |
| 3M | -16.8% | +18.3% | -35.0% | -19.7% |
| 6M | -31.5% | +103.1% | -134.5% | -41.1% |
| YTD | -33.9% | +96.7% | -130.6% | -43.1% |
| 1Y | -43.3% | +134.3% | -177.6% | -52.8% |
| 3Y | +16.5% | +425.2% | -408.8% | -7.2% |
| All | +12.7% | +650.0% | -637.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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