-100.0%
SOXS vs ORCL
+34.9%
-134.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.2% | -2.6% |
| 7D | -15.6% | +15.0% | -30.6% | -3.1% |
| 30D | +4.8% | +10.5% | -5.8% | +17.1% |
| 3M | -21.6% | -23.0% | +1.4% | -32.6% |
| 6M | -99.3% | +7.0% | -106.3% | -99.1% |
| YTD | -99.5% | -15.8% | -83.7% | -99.5% |
| 1Y | -99.8% | -31.1% | -68.7% | -99.8% |
| 3Y | -100.0% | +33.3% | -133.3% | -99.9% |
| All | -100.0% | +34.9% | -134.9% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling