+18.4%
SYY vs SOXQ
+279.9%
-261.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.2% |
| 7D | +1.5% | +2.3% | -0.8% | +1.2% |
| 30D | -2.3% | -3.9% | +1.6% | -1.9% |
| 3M | +5.5% | -4.7% | +10.2% | +5.2% |
| 6M | -1.0% | +47.9% | -48.8% | -8.7% |
| YTD | +14.1% | +64.3% | -50.2% | +3.3% |
| 1Y | +5.6% | +95.7% | -90.2% | -7.6% |
| 3Y | +27.9% | +231.5% | -203.6% | -5.3% |
| 5Y | +22.7% | +255.0% | -232.3% | -14.2% |
| All | +18.4% | +279.9% | -261.6% | -18.2% |
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