+188.8%
SHEL vs SOXQ
+258.1%
-69.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.6% |
| 7D | +4.1% | +0.8% | +3.4% | +4.0% |
| 30D | +8.4% | -4.6% | +13.0% | +9.0% |
| 3M | +13.7% | -10.2% | +23.9% | +14.7% |
| 6M | +12.7% | +49.7% | -37.0% | +3.0% |
| YTD | +35.3% | +67.2% | -31.9% | +20.8% |
| 1Y | +39.4% | +98.0% | -58.6% | +20.0% |
| 3Y | +71.5% | +237.2% | -165.7% | +28.1% |
| All | +188.8% | +258.1% | -69.3% | +108.5% |
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