+4,921.3%
SOXL vs SYF
+258.4%
+4,662.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.3% |
| 7D | +3.9% | -4.9% | +8.8% | +10.6% |
| 30D | -14.3% | -4.3% | -10.0% | -9.8% |
| 3M | -45.6% | +5.5% | -51.1% | -50.1% |
| 6M | +117.2% | +17.5% | +99.7% | +75.8% |
| YTD | +189.8% | -7.8% | +197.6% | +210.6% |
| 1Y | +317.7% | +1.6% | +316.1% | +300.7% |
| 3Y | +478.6% | +154.8% | +323.8% | +100.5% |
| 5Y | +169.5% | +79.5% | +90.0% | +63.7% |
| All | +4,921.3% | +258.4% | +4,662.9% | +1,755.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling