+162.3%
SOXL vs SYY
+23.4%
+138.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.1% |
| 7D | +3.9% | +3.9% | -0.1% | -0.4% |
| 30D | -14.3% | -1.7% | -12.6% | -13.1% |
| 3M | -45.6% | +5.2% | -50.8% | -51.0% |
| 6M | +117.2% | -0.2% | +117.4% | +105.8% |
| YTD | +189.8% | +15.4% | +174.5% | +127.2% |
| 1Y | +317.7% | +5.6% | +312.2% | +256.3% |
| 3Y | +478.6% | +28.9% | +449.8% | +212.8% |
| All | +162.3% | +23.4% | +138.9% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling