-100.0%
SOXS vs SHAK
+31.3%
-131.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.2% | +6.6% |
| 7D | -9.4% | -11.0% | +1.5% | -16.5% |
| 30D | +6.2% | -14.0% | +20.2% | -4.3% |
| 3M | -28.0% | +13.3% | -41.3% | -21.2% |
| 6M | -99.2% | -35.3% | -63.9% | -99.5% |
| YTD | -99.5% | -24.0% | -75.5% | -99.6% |
| 1Y | -99.7% | -36.7% | -63.0% | -99.8% |
| 3Y | -100.0% | -5.4% | -94.6% | -100.0% |
| 5Y | -100.0% | -24.9% | -75.1% | -100.0% |
| 10Y | -100.0% | +79.6% | -179.6% | -100.0% |
| All | -100.0% | +31.3% | -131.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling