+57,369.0%
ORLY vs SM
+904.6%
+56,464.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +9.4% | -6.8% | +1.9% |
| 30D | +6.3% | -14.4% | +20.7% | +7.3% |
| 3M | -0.4% | +1.6% | -2.0% | -0.9% |
| 6M | +2.8% | +6.3% | -3.6% | +1.5% |
| YTD | +1.1% | +78.8% | -77.7% | -4.5% |
| 1Y | -6.3% | +83.1% | -89.4% | -11.6% |
| 3Y | +38.9% | -5.9% | +44.8% | +35.2% |
| 5Y | +113.1% | +4.8% | +108.3% | +100.8% |
| 10Y | +426.2% | +17.5% | +408.7% | +306.5% |
| All | +57,369.0% | +904.6% | +56,464.4% | +29,915.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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