-100.0%
SOXS vs SHAK
-2.6%
-97.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.2% | -8.7% | -3.5% |
| 7D | -4.7% | -8.3% | +3.5% | -9.9% |
| 30D | +7.7% | -12.6% | +20.4% | -1.0% |
| 3M | -10.2% | +9.1% | -19.3% | -5.8% |
| 6M | -99.2% | -31.2% | -68.0% | -99.5% |
| YTD | -99.5% | -21.6% | -77.9% | -99.6% |
| 1Y | -99.8% | -38.8% | -61.0% | -99.9% |
| 3Y | -100.0% | +0.6% | -100.6% | -100.0% |
| All | -100.0% | -2.6% | -97.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling