-100.0%
SOXS vs ORCL
+336.6%
-436.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.8% | -7.9% |
| 7D | -4.7% | -5.4% | +0.6% | -11.0% |
| 30D | +7.7% | -2.0% | +9.7% | +7.0% |
| 3M | -10.2% | -18.1% | +7.9% | -21.2% |
| 6M | -99.2% | -7.2% | -92.0% | -99.0% |
| YTD | -99.5% | -22.2% | -77.4% | -99.5% |
| 1Y | -99.8% | -50.6% | -49.1% | -99.9% |
| 3Y | -100.0% | +22.9% | -122.8% | -99.9% |
| 5Y | -100.0% | +79.3% | -179.3% | -100.0% |
| All | -100.0% | +336.6% | -436.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 10y: compounded portfolio wealth divided by compounded ORCL 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…
10y analysis · Full analysis span regression · 6 months rolling