-99.7%
SOXS vs ORCL
+9.0%
-108.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | -1.2% |
| 7D | +3.2% | -6.5% | +9.7% | -0.4% |
| 30D | +61.0% | -16.6% | +77.5% | +47.8% |
| 3M | +24.0% | -21.6% | +45.6% | +11.6% |
| 6M | -35.9% | -39.4% | +3.4% | -49.4% |
| YTD | -90.9% | -38.7% | -52.2% | -92.3% |
| 1Y | -91.5% | -50.4% | -41.1% | -94.0% |
| 3Y | -99.7% | +8.1% | -107.8% | -98.5% |
| All | -99.7% | +9.0% | -108.7% | -98.5% |
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