+5,444.1%
SOXL vs SHOP
+7,788.2%
-2,344.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.6% | +12.7% | +10.7% |
| 7D | +16.4% | -4.1% | +20.5% | +19.2% |
| 30D | -12.1% | -11.5% | -0.6% | -4.9% |
| 3M | -41.7% | +21.1% | -62.8% | -54.1% |
| 6M | +157.4% | +3.0% | +154.4% | +117.7% |
| YTD | +193.3% | -16.7% | +210.0% | +185.1% |
| 1Y | +355.3% | -8.3% | +363.6% | +320.5% |
| 3Y | +484.2% | +112.8% | +371.3% | +184.6% |
| 5Y | +182.7% | -9.3% | +191.9% | +144.2% |
| 10Y | +4,692.2% | +3,003.4% | +1,688.8% | +720.1% |
| All | +5,444.1% | +7,788.2% | -2,344.1% | +760.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling