+140.7%
ORLY vs SOXQ
+286.7%
-145.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | -2.4% | +0.8% | -3.1% | -2.4% |
| 30D | -6.8% | -4.6% | -2.2% | -6.6% |
| 3M | -4.8% | -10.2% | +5.4% | -4.5% |
| 6M | -9.1% | +49.7% | -58.7% | -12.9% |
| YTD | -5.9% | +67.2% | -73.2% | -10.8% |
| 1Y | -20.4% | +98.0% | -118.4% | -26.0% |
| 3Y | +36.6% | +237.2% | -200.6% | +14.0% |
| 5Y | +117.3% | +261.3% | -144.0% | +78.2% |
| All | +140.7% | +286.7% | -145.9% | +97.2% |
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