-93.5%
SOXS vs ORCL
-44.9%
-48.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +8.8% | -27.0% | -8.7% |
| 7D | -22.3% | +3.8% | -26.1% | -14.8% |
| 30D | +21.9% | -6.6% | +28.4% | +28.3% |
| 3M | +4.2% | -11.4% | +15.6% | +8.8% |
| 6M | -43.4% | -33.3% | -10.1% | -45.9% |
| YTD | -92.5% | -33.3% | -59.3% | -92.7% |
| 1Y | -93.5% | -44.9% | -48.6% | -94.3% |
| All | -93.5% | -44.9% | -48.5% | -94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling