+11.5%
SYK vs SOXQ
+279.9%
-268.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.5% |
| 7D | -12.3% | +2.3% | -14.7% | -12.8% |
| 30D | -22.4% | -3.9% | -18.5% | -22.0% |
| 3M | -12.3% | -4.7% | -7.6% | -13.1% |
| 6M | -24.3% | +47.9% | -72.2% | -34.3% |
| YTD | -22.8% | +64.3% | -87.1% | -35.3% |
| 1Y | -28.8% | +95.7% | -124.5% | -43.9% |
| 3Y | -4.0% | +231.5% | -235.5% | -40.6% |
| 5Y | +3.8% | +255.0% | -251.1% | -39.8% |
| All | +11.5% | +279.9% | -268.5% | -35.2% |
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