+1,696.4%
SOXX vs SHOP
+7,347.1%
-5,650.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +3.0% | -13.2% | +16.2% | +6.6% |
| 30D | -3.1% | -17.0% | +13.9% | +1.2% |
| 3M | -4.4% | +17.0% | -21.4% | -9.9% |
| 6M | +52.9% | -2.1% | +55.0% | +48.6% |
| YTD | +72.0% | -21.4% | +93.4% | +75.5% |
| 1Y | +105.1% | -11.0% | +116.1% | +101.8% |
| 3Y | +220.6% | +100.9% | +119.7% | +141.3% |
| 5Y | +244.8% | -14.7% | +259.5% | +185.9% |
| 10Y | +1,537.1% | +2,984.8% | -1,447.6% | +596.5% |
| All | +1,696.4% | +7,347.1% | -5,650.7% | +638.7% |
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