+226.8%
SOXX vs SYF
+155.9%
+70.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.5% |
| 7D | +1.4% | -4.9% | +6.3% | +3.7% |
| 30D | -3.6% | -4.3% | +0.7% | -1.8% |
| 3M | -10.2% | +5.5% | -15.7% | -12.9% |
| 6M | +54.2% | +17.5% | +36.7% | +41.8% |
| YTD | +75.2% | -7.8% | +83.0% | +78.8% |
| 1Y | +107.5% | +1.6% | +105.9% | +101.5% |
| 3Y | +226.8% | +154.8% | +72.0% | +126.0% |
| All | +226.8% | +155.9% | +70.8% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling