-100.0%
SOXS vs SHOP
+99.7%
-199.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.1% | +8.2% | +8.0% |
| 7D | -9.4% | -13.2% | +3.8% | -18.4% |
| 30D | +6.2% | -17.0% | +23.2% | -6.9% |
| 3M | -28.0% | +17.0% | -45.0% | -19.8% |
| 6M | -99.2% | -2.1% | -97.0% | -99.0% |
| YTD | -99.5% | -21.4% | -78.1% | -99.5% |
| 1Y | -99.7% | -11.0% | -88.8% | -99.7% |
| All | -100.0% | +99.7% | -199.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling