+78.8%
SYF vs SOXQ
+288.7%
-210.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.2% |
| 7D | +2.6% | +5.3% | -2.7% | +0.3% |
| 30D | 0.0% | -3.7% | +3.7% | +1.4% |
| 3M | +11.9% | -7.8% | +19.7% | +13.3% |
| 6M | +18.9% | +58.4% | -39.5% | -9.8% |
| YTD | -4.6% | +68.1% | -72.7% | -30.3% |
| 1Y | +6.4% | +105.4% | -99.0% | -30.7% |
| 3Y | +167.2% | +239.2% | -72.0% | +26.1% |
| 5Y | +92.3% | +266.9% | -174.6% | -17.8% |
| All | +78.8% | +288.7% | -210.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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