+449.8%
SOXL vs SYF
+154.1%
+295.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.6% | -4.8% |
| 7D | +8.5% | -5.5% | +14.0% | +16.9% |
| 30D | -13.0% | -3.9% | -9.1% | -8.6% |
| 3M | -35.9% | +8.9% | -44.8% | -43.8% |
| 6M | +112.1% | +16.2% | +95.8% | +69.8% |
| YTD | +175.4% | -8.4% | +183.9% | +198.1% |
| 1Y | +304.9% | +2.6% | +302.3% | +275.4% |
| All | +449.8% | +154.1% | +295.8% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling