+478.6%
SOXL vs SYY
+29.1%
+449.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.9% |
| 7D | +3.9% | +3.9% | -0.1% | +2.6% |
| 30D | -14.3% | -1.7% | -12.6% | -13.9% |
| 3M | -45.6% | +5.2% | -50.8% | -47.7% |
| 6M | +117.2% | -0.2% | +117.4% | +112.1% |
| YTD | +189.8% | +15.4% | +174.5% | +171.0% |
| 1Y | +317.7% | +5.6% | +312.2% | +301.7% |
| 3Y | +478.6% | +28.9% | +449.8% | +397.0% |
| All | +478.6% | +29.1% | +449.5% | +397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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