+247.9%
SOXX vs SHOP
-13.7%
+261.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.4% |
| 7D | +1.4% | -11.2% | +12.6% | +4.5% |
| 30D | -3.6% | -14.4% | +10.8% | +0.2% |
| 3M | -10.2% | +16.6% | -26.7% | -15.7% |
| 6M | +54.2% | -0.6% | +54.8% | +49.0% |
| YTD | +75.2% | -20.0% | +95.2% | +78.6% |
| 1Y | +107.5% | -11.2% | +118.7% | +104.2% |
| 3Y | +226.8% | +99.5% | +127.3% | +137.4% |
| All | +247.9% | -13.7% | +261.6% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling