-100.0%
SOXS vs SYK
+500.9%
-600.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.0% | +10.0% | +4.8% |
| 7D | -9.4% | -12.3% | +2.9% | -28.6% |
| 30D | +6.2% | -22.4% | +28.6% | -33.1% |
| 3M | -28.0% | -12.3% | -15.7% | -50.6% |
| 6M | -99.2% | -24.3% | -74.9% | -99.7% |
| YTD | -99.5% | -22.8% | -76.7% | -99.8% |
| 1Y | -99.7% | -28.8% | -71.0% | -99.9% |
| 3Y | -100.0% | -4.0% | -96.0% | -100.0% |
| 5Y | -100.0% | +3.8% | -103.8% | -100.0% |
| 10Y | -100.0% | +172.8% | -272.8% | -100.0% |
| All | -100.0% | +500.9% | -600.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling