+156.1%
SOXL vs SHOP
-16.4%
+172.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -7.9% |
| 7D | +8.5% | -13.2% | +21.7% | +20.1% |
| 30D | -13.0% | -17.0% | +4.1% | -0.4% |
| 3M | -35.9% | +17.0% | -52.9% | -49.7% |
| 6M | +112.1% | -2.1% | +114.2% | +82.7% |
| YTD | +175.4% | -21.4% | +196.8% | +178.7% |
| 1Y | +304.9% | -11.0% | +315.8% | +276.3% |
| 3Y | +448.6% | +100.9% | +347.6% | +145.8% |
| 5Y | +156.1% | -14.7% | +170.8% | +131.4% |
| All | +156.1% | -16.4% | +172.5% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling