-100.0%
SOXS vs ORLY
+3,113.4%
-3,213.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.2% |
| 7D | -4.7% | -2.4% | -2.4% | -7.2% |
| 30D | +7.7% | -6.8% | +14.5% | -0.5% |
| 3M | -10.2% | -4.8% | -5.4% | -18.2% |
| 6M | -99.2% | -9.1% | -90.1% | -99.6% |
| YTD | -99.5% | -5.9% | -93.6% | -99.7% |
| 1Y | -99.8% | -20.4% | -79.4% | -99.9% |
| 3Y | -100.0% | +36.6% | -136.6% | -100.0% |
| 5Y | -100.0% | +117.3% | -217.3% | -100.0% |
| 10Y | -100.0% | +362.7% | -462.7% | -100.0% |
| All | -100.0% | +3,113.4% | -3,213.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling