+390.2%
ORCL vs SPMO
+572.4%
-182.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +1.8% |
| 7D | +5.3% | +2.0% | +3.3% | +3.6% |
| 30D | +10.0% | -0.4% | +10.3% | +10.4% |
| 3M | -32.6% | -1.9% | -30.7% | -31.9% |
| 6M | +4.9% | +25.0% | -20.1% | -13.8% |
| YTD | -17.8% | +26.0% | -43.8% | -32.6% |
| 1Y | -28.0% | +28.7% | -56.7% | -41.7% |
| 3Y | +36.0% | +160.9% | -124.9% | -34.3% |
| 5Y | +88.7% | +147.9% | -59.2% | -5.7% |
| 10Y | +346.9% | +518.9% | -172.0% | +34.4% |
| All | +390.2% | +572.4% | -182.2% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling