-100.0%
SOXS vs SHEL
+278.6%
-378.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.5% |
| 7D | -16.6% | +3.0% | -19.6% | -13.0% |
| 30D | -4.4% | +7.2% | -11.6% | +4.7% |
| 3M | -26.2% | +12.9% | -39.1% | -15.8% |
| 6M | -99.3% | +13.7% | -113.0% | -99.3% |
| YTD | -99.5% | +33.7% | -133.2% | -99.4% |
| 1Y | -99.8% | +37.9% | -137.7% | -99.7% |
| 3Y | -100.0% | +70.2% | -170.2% | -100.0% |
| 5Y | -100.0% | +192.3% | -292.3% | -100.0% |
| 10Y | -100.0% | +207.3% | -307.3% | -100.0% |
| All | -100.0% | +278.6% | -378.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling