+52.5%
SOXX vs SYY
+8.0%
+44.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -7.0% | -2.9% |
| 7D | -13.7% | -6.3% | -7.4% | -13.8% |
| 30D | -23.6% | +0.7% | -24.3% | -23.8% |
| 3M | -16.9% | -7.1% | -9.8% | -16.8% |
| 6M | -2.4% | +6.8% | -9.3% | -5.6% |
| YTD | +49.8% | +6.7% | +43.1% | +53.2% |
| 1Y | +52.5% | +7.5% | +45.0% | +56.7% |
| All | +52.5% | +8.0% | +44.5% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling