-12.8%
SHOP vs SOXQ
+258.1%
-270.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | 0.0% | +0.3% |
| 7D | -11.2% | +0.8% | -12.0% | -11.9% |
| 30D | -14.4% | -4.6% | -9.8% | -11.6% |
| 3M | +16.6% | -10.2% | +26.7% | +19.0% |
| 6M | -0.6% | +49.7% | -50.2% | -41.7% |
| YTD | -20.0% | +67.2% | -87.2% | -58.6% |
| 1Y | -11.2% | +98.0% | -109.2% | -61.6% |
| 3Y | +99.5% | +237.2% | -137.7% | -58.1% |
| All | -12.8% | +258.1% | -270.9% | -82.1% |
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