-100.0%
SOXS vs SYY
+362.6%
-462.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | +0.6% |
| 7D | -16.6% | -0.2% | -16.3% | -16.9% |
| 30D | -4.4% | -2.7% | -1.6% | -7.8% |
| 3M | -26.2% | +5.9% | -32.1% | -23.5% |
| 6M | -99.3% | -2.3% | -96.9% | -99.5% |
| YTD | -99.5% | +13.1% | -112.6% | -99.6% |
| 1Y | -99.8% | +3.8% | -103.5% | -99.8% |
| 3Y | -100.0% | +26.7% | -126.7% | -100.0% |
| 5Y | -100.0% | +19.4% | -119.4% | -100.0% |
| 10Y | -100.0% | +112.0% | -212.0% | -100.0% |
| All | -100.0% | +362.6% | -462.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling