+91.4%
ORCL vs SPXS
-86.0%
+177.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.6% |
| 7D | +5.3% | -0.1% | +5.3% | +5.4% |
| 30D | +10.0% | +0.8% | +9.1% | +10.7% |
| 3M | -32.6% | -4.7% | -27.9% | -32.6% |
| 6M | +4.9% | -29.6% | +34.6% | -5.3% |
| YTD | -17.8% | -29.8% | +12.1% | -25.3% |
| 1Y | -28.0% | -38.9% | +11.0% | -37.1% |
| 3Y | +36.0% | -79.6% | +115.6% | -7.3% |
| All | +91.4% | -86.0% | +177.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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