+55.9%
SOXL vs SYK
-4.2%
+60.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +9.4% | -18.2% | 0.0% |
| 7D | -37.9% | +11.7% | -49.6% | -31.0% |
| 30D | -59.4% | +19.1% | -78.5% | -51.0% |
| 3M | -52.3% | +1.4% | -53.7% | -50.6% |
| 6M | -47.7% | +17.4% | -65.1% | -39.1% |
| YTD | +58.8% | -2.5% | +61.3% | +103.7% |
| 1Y | +55.9% | -5.3% | +61.2% | +97.7% |
| All | +55.9% | -4.2% | +60.1% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 1y: compounded portfolio wealth divided by compounded SYK 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…
1y analysis · Full analysis span regression · 6 months rolling