-49.5%
ORCL vs SOXX
+50.4%
-99.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.4% |
| 7D | -14.4% | -13.7% | -0.7% | -7.8% |
| 30D | -12.8% | -23.6% | +10.8% | -0.7% |
| 3M | -14.8% | -16.9% | +2.1% | -6.6% |
| 6M | -30.9% | -2.4% | -28.5% | -31.9% |
| YTD | -35.7% | +49.8% | -85.5% | -52.6% |
| 1Y | -49.5% | +52.5% | -102.0% | -63.2% |
| All | -49.5% | +50.4% | -99.9% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX 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 1y: compounded portfolio wealth divided by compounded SOXX 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…
1y analysis · Full analysis span regression · 6 months rolling