+247.9%
SOXX vs SYY
+23.4%
+224.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.4% | +3.9% | -2.6% | 0.0% |
| 30D | -3.6% | -1.7% | -1.8% | -3.0% |
| 3M | -10.2% | +5.2% | -15.3% | -12.4% |
| 6M | +54.2% | -0.2% | +54.4% | +52.6% |
| YTD | +75.2% | +15.4% | +59.8% | +62.5% |
| 1Y | +107.5% | +5.6% | +101.9% | +99.3% |
| 3Y | +226.8% | +28.9% | +197.9% | +173.0% |
| All | +247.9% | +23.4% | +224.5% | +204.7% |
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 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