-100.0%
SOXS vs ORCL
+82.5%
-182.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -5.4% | +13.5% | +2.0% |
| 7D | -9.4% | -0.7% | -8.7% | -9.3% |
| 30D | +6.2% | +5.1% | +1.0% | +15.1% |
| 3M | -28.0% | -23.7% | -4.3% | -41.7% |
| 6M | -99.2% | +3.1% | -102.3% | -98.9% |
| YTD | -99.5% | -20.8% | -78.7% | -99.5% |
| 1Y | -99.7% | -52.9% | -46.9% | -99.9% |
| 3Y | -100.0% | +25.4% | -125.4% | -99.9% |
| 5Y | -100.0% | +82.4% | -182.4% | -99.9% |
| All | -100.0% | +82.5% | -182.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling