-91.6%
SOXS vs SHEL
+43.6%
-135.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.2% | +11.0% | +9.6% |
| 7D | +46.7% | -3.2% | +49.8% | +48.0% |
| 30D | +97.0% | +5.5% | +91.4% | +94.8% |
| 3M | +39.5% | +14.4% | +25.2% | +36.1% |
| 6M | -54.9% | +16.2% | -71.1% | -57.6% |
| YTD | -90.4% | +42.4% | -132.8% | -88.7% |
| 1Y | -91.6% | +43.3% | -134.9% | -90.1% |
| All | -91.6% | +43.6% | -135.3% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling