-100.0%
SOXS vs SHEL
+70.5%
-170.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -4.7% |
| 7D | -4.7% | +4.1% | -8.9% | -0.7% |
| 30D | +7.7% | +8.4% | -0.6% | +16.8% |
| 3M | -10.2% | +13.7% | -23.9% | -0.6% |
| 6M | -99.2% | +12.7% | -111.9% | -99.3% |
| YTD | -99.5% | +35.3% | -134.8% | -99.4% |
| 1Y | -99.8% | +39.4% | -139.1% | -99.7% |
| 3Y | -100.0% | +71.5% | -171.4% | -100.0% |
| All | -100.0% | +70.5% | -170.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling