-100.0%
SOXS vs SYF
+333.7%
-433.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -6.9% |
| 7D | -15.6% | +2.6% | -18.2% | -12.9% |
| 30D | +4.8% | 0.0% | +4.7% | +5.1% |
| 3M | -21.6% | +11.9% | -33.5% | -6.4% |
| 6M | -99.3% | +18.9% | -118.3% | -99.1% |
| YTD | -99.5% | -4.6% | -94.9% | -99.5% |
| 1Y | -99.8% | +6.4% | -106.2% | -99.7% |
| 3Y | -100.0% | +167.2% | -267.1% | -99.9% |
| 5Y | -100.0% | +92.3% | -192.3% | -100.0% |
| 10Y | -100.0% | +263.2% | -363.2% | -100.0% |
| All | -100.0% | +333.7% | -433.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling