-4.9%
SHOP vs XBI
+47.5%
-52.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.7% | +6.2% |
| 7D | -9.0% | +1.0% | -10.0% | -9.4% |
| 30D | -4.4% | +1.9% | -6.3% | -5.3% |
| 3M | +24.1% | +4.8% | +19.4% | +21.5% |
| 6M | +20.0% | +19.3% | +0.7% | +9.4% |
| YTD | -4.9% | +30.6% | -35.5% | -18.0% |
| 1Y | -4.9% | +47.9% | -52.8% | -28.2% |
| All | -4.9% | +47.5% | -52.4% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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