+23.6%
SYY vs SOXQ
+258.1%
-234.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | +3.9% | +0.8% | +3.2% | +3.8% |
| 30D | -1.7% | -4.6% | +2.8% | -1.2% |
| 3M | +5.2% | -10.2% | +15.3% | +6.0% |
| 6M | -0.2% | +49.7% | -49.9% | -8.2% |
| YTD | +15.4% | +67.2% | -51.9% | +4.2% |
| 1Y | +5.6% | +98.0% | -92.4% | -7.7% |
| 3Y | +28.9% | +237.2% | -208.3% | -5.0% |
| All | +23.6% | +258.1% | -234.5% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling