-100.0%
SOXS vs SHOP
+8,552.4%
-8,652.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.2% | +10.9% | +11.2% |
| 7D | -28.4% | -1.2% | -27.2% | -28.5% |
| 30D | +19.4% | -14.7% | +34.2% | +9.6% |
| 3M | +28.2% | -7.2% | +35.4% | +27.0% |
| 6M | -37.7% | +54.2% | -91.9% | -9.9% |
| YTD | -91.6% | -8.6% | -83.0% | -91.8% |
| 1Y | -93.1% | +0.5% | -93.6% | -92.5% |
| 3Y | -99.7% | +135.9% | -235.7% | -98.8% |
| 5Y | -99.9% | -11.9% | -88.0% | -99.6% |
| 10Y | -100.0% | +3,608.8% | -3,708.8% | -100.0% |
| All | -100.0% | +8,552.4% | -8,652.4% | -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