-100.0%
SOXS vs SHOP
+7,788.2%
-7,888.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | -10.6% |
| 7D | -15.6% | -4.1% | -11.5% | -18.4% |
| 30D | +4.8% | -11.5% | +16.3% | -4.4% |
| 3M | -21.6% | +21.1% | -42.7% | -10.8% |
| 6M | -99.3% | +3.0% | -102.3% | -99.2% |
| YTD | -99.5% | -16.7% | -82.8% | -99.5% |
| 1Y | -99.8% | -8.3% | -91.5% | -99.7% |
| 3Y | -100.0% | +112.8% | -212.8% | -99.9% |
| 5Y | -100.0% | -9.3% | -90.7% | -100.0% |
| 10Y | -100.0% | +3,003.4% | -3,103.4% | -100.0% |
| All | -100.0% | +7,788.2% | -7,888.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling