+66.9%
ORCL vs SOXQ
+245.8%
-178.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.7% | +3.1% | +5.9% |
| 7D | +3.8% | +2.9% | +0.9% | +2.1% |
| 30D | -6.6% | -13.6% | +7.1% | +0.7% |
| 3M | -11.4% | -12.5% | +1.1% | -5.1% |
| 6M | -33.3% | -12.4% | -20.9% | -30.0% |
| YTD | -33.3% | +49.6% | -82.8% | -47.2% |
| 1Y | -44.9% | +52.0% | -96.9% | -56.7% |
| 3Y | +17.6% | +199.1% | -181.5% | -33.2% |
| 5Y | +46.1% | +192.6% | -146.6% | -19.7% |
| All | +66.9% | +245.8% | -178.9% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling