+265.6%
ORCL vs SPMO
+483.2%
-217.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -6.5% | -2.6% | -3.9% | -4.4% |
| 30D | -16.6% | -14.2% | -2.3% | -4.5% |
| 3M | -21.6% | -12.7% | -8.9% | -11.4% |
| 6M | -39.4% | -9.6% | -29.8% | -33.9% |
| YTD | -38.7% | +9.3% | -48.0% | -42.9% |
| 1Y | -50.4% | +8.2% | -58.6% | -53.3% |
| 3Y | +8.1% | +119.4% | -111.3% | -39.3% |
| 5Y | +34.5% | +112.5% | -77.9% | -23.0% |
| 10Y | +246.0% | +449.2% | -203.2% | +17.5% |
| All | +265.6% | +483.2% | -217.6% | +20.4% |
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