+368.8%
ORCL vs SPYG
+412.5%
-43.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +10.9% | +0.3% | +10.6% | +10.6% |
| 30D | +7.0% | -1.7% | +8.7% | +9.0% |
| 3M | -21.2% | +3.6% | -24.8% | -23.4% |
| 6M | +7.4% | +16.6% | -9.2% | -5.5% |
| YTD | -16.3% | +13.4% | -29.6% | -24.2% |
| 1Y | -32.3% | +19.6% | -51.9% | -41.2% |
| 3Y | +32.6% | +99.8% | -67.2% | -23.8% |
| 5Y | +93.1% | +85.0% | +8.1% | +17.0% |
| 10Y | +368.8% | +422.1% | -53.3% | +6.6% |
| All | +368.8% | +412.5% | -43.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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