+94.3%
ORCL vs SPMO
+149.9%
-55.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +1.9% |
| 7D | +15.0% | +3.4% | +11.6% | +11.4% |
| 30D | +10.5% | +0.5% | +10.0% | +10.1% |
| 3M | -23.0% | +1.9% | -24.9% | -25.4% |
| 6M | +7.0% | +27.8% | -20.8% | -18.3% |
| YTD | -15.8% | +26.7% | -42.5% | -34.9% |
| 1Y | -31.1% | +28.9% | -60.0% | -47.3% |
| 3Y | +33.3% | +160.7% | -127.4% | -44.6% |
| 5Y | +94.3% | +150.2% | -55.9% | -14.5% |
| All | +94.3% | +149.9% | -55.5% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling