+4,921.3%
SOXL vs SHOP
+3,113.3%
+1,808.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +3.8% |
| 7D | +3.9% | -11.2% | +15.1% | +13.6% |
| 30D | -14.3% | -14.4% | +0.1% | -3.7% |
| 3M | -45.6% | +16.6% | -62.2% | -57.7% |
| 6M | +117.2% | -0.6% | +117.8% | +83.1% |
| YTD | +189.8% | -20.0% | +209.8% | +186.6% |
| 1Y | +317.7% | -11.2% | +328.9% | +285.7% |
| 3Y | +478.6% | +99.5% | +379.1% | +153.4% |
| 5Y | +169.5% | -13.2% | +182.7% | +128.1% |
| All | +4,921.3% | +3,113.3% | +1,808.0% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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