+3.0%
ORCL vs SN
+659.6%
-656.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -11.2% | +7.2% | -18.3% | -12.4% |
| 30D | -18.8% | +20.4% | -39.2% | -21.9% |
| 3M | -18.8% | +23.9% | -42.7% | -22.4% |
| 6M | -39.7% | +93.0% | -132.8% | -47.6% |
| YTD | -39.6% | +99.2% | -138.9% | -48.1% |
| 1Y | -51.7% | +142.6% | -194.3% | -60.1% |
| 3Y | +10.2% | +398.8% | -388.6% | -12.6% |
| All | +3.0% | +659.6% | -656.6% | -18.0% |
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