-100.0%
SOXS vs SHOP
+3,113.3%
-3,213.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -4.1% |
| 7D | -4.7% | -11.2% | +6.5% | -14.2% |
| 30D | +7.7% | -14.4% | +22.1% | -5.3% |
| 3M | -10.2% | +16.6% | -26.7% | -0.4% |
| 6M | -99.2% | -0.6% | -98.6% | -99.0% |
| YTD | -99.5% | -20.0% | -79.5% | -99.5% |
| 1Y | -99.8% | -11.2% | -88.6% | -99.7% |
| 3Y | -100.0% | +99.5% | -199.5% | -99.9% |
| 5Y | -100.0% | -13.2% | -86.8% | -100.0% |
| All | -100.0% | +3,113.3% | -3,213.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling