-100.0%
SOXS vs SYY
+23.4%
-123.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -4.4% |
| 7D | -4.7% | +3.9% | -8.7% | -0.8% |
| 30D | +7.7% | -1.7% | +9.5% | +5.3% |
| 3M | -10.2% | +5.2% | -15.3% | -7.9% |
| 6M | -99.2% | -0.2% | -99.0% | -99.4% |
| YTD | -99.5% | +15.4% | -114.9% | -99.6% |
| 1Y | -99.8% | +5.6% | -105.3% | -99.8% |
| 3Y | -100.0% | +28.9% | -128.9% | -100.0% |
| All | -100.0% | +23.4% | -123.4% | -100.0% |
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