+4,921.3%
SOXL vs SHAK
+87.2%
+4,834.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.1% | +2.8% |
| 7D | +3.9% | -8.3% | +12.2% | +10.7% |
| 30D | -14.3% | -12.6% | -1.7% | -5.2% |
| 3M | -45.6% | +9.1% | -54.7% | -52.7% |
| 6M | +117.2% | -31.2% | +148.4% | +160.9% |
| YTD | +189.8% | -21.6% | +211.4% | +208.6% |
| 1Y | +317.7% | -38.8% | +356.5% | +439.6% |
| 3Y | +478.6% | +0.6% | +478.0% | +375.2% |
| 5Y | +169.5% | -22.5% | +192.0% | +186.1% |
| All | +4,921.3% | +87.2% | +4,834.1% | +2,675.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling