+52.5%
SOXX vs SHOP
-6.2%
+58.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.3% | -10.5% | -3.6% |
| 7D | -13.7% | -9.0% | -4.7% | -13.1% |
| 30D | -23.6% | -4.4% | -19.2% | -23.2% |
| 3M | -16.9% | +24.1% | -41.0% | -17.7% |
| 6M | -2.4% | +20.0% | -22.4% | -3.1% |
| YTD | +49.8% | -4.9% | +54.8% | +58.0% |
| 1Y | +52.5% | -4.9% | +57.4% | +60.2% |
| All | +52.5% | -6.2% | +58.7% | +60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling