+30.8%
SOXX vs SHAK
-26.3%
+57.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -4.1% | -66.6% | -69.3% |
| 7D | -23.0% | -1.0% | -22.0% | -19.6% |
| 30D | -32.9% | +8.1% | -40.9% | -30.5% |
| 3M | -25.3% | -6.1% | -19.2% | -21.7% |
| 6M | -17.8% | -27.7% | +10.0% | -8.8% |
| YTD | +32.1% | -14.0% | +46.1% | +41.0% |
| 1Y | +30.8% | -27.1% | +57.9% | +50.0% |
| All | +30.8% | -26.3% | +57.0% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling