+93.1%
ORCL vs SOXQ
+269.0%
-175.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +10.9% | +5.2% | +5.7% | +8.1% |
| 30D | +7.0% | -0.5% | +7.5% | +7.3% |
| 3M | -21.2% | -5.6% | -15.6% | -20.2% |
| 6M | +7.4% | +53.0% | -45.6% | -16.0% |
| YTD | -16.3% | +68.8% | -85.0% | -38.1% |
| 1Y | -32.3% | +105.7% | -138.1% | -54.7% |
| 3Y | +32.6% | +240.5% | -207.9% | -30.4% |
| 5Y | +93.1% | +266.8% | -173.7% | -0.1% |
| All | +93.1% | +269.0% | -175.9% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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