+270.3%
ORCL vs SPMO
+460.5%
-190.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | 0.0% |
| 7D | +8.0% | +6.3% | +1.6% | +2.5% |
| 30D | -4.0% | -8.9% | +4.9% | +4.6% |
| 3M | -19.5% | -13.2% | -6.2% | -8.2% |
| 6M | -33.5% | -9.3% | -24.2% | -27.5% |
| YTD | -34.8% | +11.6% | -46.4% | -40.5% |
| 1Y | -41.6% | +13.4% | -55.0% | -47.3% |
| 3Y | +13.8% | +122.9% | -109.1% | -37.9% |
| 5Y | +43.4% | +113.9% | -70.5% | -19.7% |
| All | +270.3% | +460.5% | -190.3% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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