+7.5%
SHOP vs SOXQ
+288.7%
-281.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -8.9% | -8.6% |
| 7D | -4.1% | +5.3% | -9.4% | -8.1% |
| 30D | -11.5% | -3.7% | -7.8% | -9.4% |
| 3M | +21.1% | -7.8% | +28.9% | +20.4% |
| 6M | +3.0% | +58.4% | -55.4% | -42.6% |
| YTD | -16.7% | +68.1% | -84.8% | -56.8% |
| 1Y | -8.3% | +105.4% | -113.7% | -61.5% |
| 3Y | +112.8% | +239.2% | -126.4% | -54.6% |
| 5Y | -9.3% | +266.9% | -276.2% | -81.0% |
| All | +7.5% | +288.7% | -281.2% | -77.9% |
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