+4,671.5%
SOXL vs SYK
+173.6%
+4,497.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.1% | -5.0% |
| 7D | +8.5% | -12.3% | +20.8% | +29.8% |
| 30D | -13.0% | -22.4% | +9.5% | +23.6% |
| 3M | -35.9% | -12.3% | -23.6% | -37.7% |
| 6M | +112.1% | -24.3% | +136.4% | +148.6% |
| YTD | +175.4% | -22.8% | +198.2% | +204.8% |
| 1Y | +304.9% | -28.8% | +333.7% | +402.7% |
| 3Y | +448.6% | -4.0% | +452.5% | +320.3% |
| 5Y | +156.1% | +3.8% | +152.2% | +107.9% |
| All | +4,671.5% | +173.6% | +4,497.9% | +1,268.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling