+2,550.6%
SOXX vs SYY
+461.6%
+2,089.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +1.4% | +3.9% | -2.6% | -0.4% |
| 30D | -3.6% | -1.7% | -1.8% | -2.9% |
| 3M | -10.2% | +5.2% | -15.3% | -12.9% |
| 6M | +54.2% | -0.2% | +54.4% | +52.2% |
| YTD | +75.2% | +15.4% | +59.8% | +60.9% |
| 1Y | +107.5% | +5.6% | +101.9% | +97.5% |
| 3Y | +226.8% | +28.9% | +197.9% | +176.3% |
| 5Y | +251.2% | +24.1% | +227.2% | +201.9% |
| 10Y | +1,567.6% | +116.2% | +1,451.4% | +840.1% |
| All | +2,550.6% | +461.6% | +2,089.0% | +664.3% |
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