+105.6%
ORCL vs SOXQ
+283.8%
-178.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +1.4% |
| 7D | +5.3% | +2.3% | +2.9% | +4.1% |
| 30D | +10.0% | -2.3% | +12.2% | +11.1% |
| 3M | -32.6% | -13.8% | -18.8% | -28.6% |
| 6M | +4.9% | +48.6% | -43.7% | -16.6% |
| YTD | -17.8% | +66.0% | -83.7% | -38.4% |
| 1Y | -28.0% | +107.9% | -135.9% | -51.7% |
| 3Y | +36.0% | +224.1% | -188.1% | -26.3% |
| 5Y | +88.7% | +256.6% | -167.9% | -2.2% |
| All | +105.6% | +283.8% | -178.1% | +6.2% |
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