-87.2%
SOXS vs SYK
-6.5%
-80.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -1.3% | +40.6% | +40.4% |
| 7D | +94.9% | +7.5% | +87.4% | +78.6% |
| 30D | +174.1% | +20.4% | +153.7% | +124.3% |
| 3M | +82.4% | -0.3% | +82.7% | +82.1% |
| 6M | -27.7% | +14.2% | -41.9% | -31.3% |
| YTD | -86.6% | -3.8% | -82.8% | -88.3% |
| 1Y | -87.2% | -5.3% | -81.9% | -88.7% |
| All | -87.2% | -6.5% | -80.6% | -88.7% |
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