-100.0%
SOXS vs ORLY
+34.2%
-134.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | -4.7% | -2.4% | -2.4% | -3.6% |
| 30D | +7.7% | -6.8% | +14.5% | +11.5% |
| 3M | -10.2% | -4.8% | -5.4% | -8.0% |
| 6M | -99.2% | -9.1% | -90.1% | -99.1% |
| YTD | -99.5% | -5.9% | -93.6% | -99.5% |
| 1Y | -99.8% | -20.4% | -79.4% | -99.7% |
| 3Y | -100.0% | +36.6% | -136.6% | -100.0% |
| All | -100.0% | +34.2% | -134.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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