+363.4%
ORCL vs SPYM
+315.4%
+48.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.9% |
| 7D | +15.0% | +0.6% | +14.4% | +14.3% |
| 30D | +10.5% | -0.9% | +11.5% | +11.8% |
| 3M | -23.0% | +3.9% | -26.9% | -25.7% |
| 6M | +7.0% | +14.5% | -7.6% | -6.0% |
| YTD | -15.8% | +13.0% | -28.8% | -24.8% |
| 1Y | -31.1% | +19.4% | -50.5% | -41.6% |
| 3Y | +33.3% | +78.9% | -45.6% | -21.9% |
| 5Y | +94.3% | +82.3% | +12.0% | +11.9% |
| 10Y | +363.4% | +314.7% | +48.7% | +21.9% |
| All | +363.4% | +315.4% | +48.0% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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