+1,910.8%
SOXX vs SHAK
+35.4%
+1,875.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.1% |
| 7D | +1.4% | -8.3% | +9.7% | +3.4% |
| 30D | -3.6% | -12.6% | +9.1% | -0.6% |
| 3M | -10.2% | +9.1% | -19.3% | -13.0% |
| 6M | +54.2% | -31.2% | +85.5% | +64.1% |
| YTD | +75.2% | -21.6% | +96.8% | +79.7% |
| 1Y | +107.5% | -38.8% | +146.3% | +125.2% |
| 3Y | +226.8% | +0.6% | +226.1% | +202.7% |
| 5Y | +251.2% | -22.5% | +273.8% | +230.6% |
| 10Y | +1,567.6% | +85.3% | +1,482.3% | +1,144.6% |
| All | +1,910.8% | +35.4% | +1,875.4% | +1,388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling