-11.2%
SHOP vs XBI
+66.9%
-78.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -11.2% | -4.6% | -6.6% | -9.2% |
| 30D | -14.4% | -2.0% | -12.4% | -13.8% |
| 3M | +16.6% | +17.8% | -1.2% | +6.0% |
| 6M | -0.6% | +23.7% | -24.3% | -13.1% |
| YTD | -20.0% | +28.2% | -48.2% | -32.4% |
| 1Y | -11.2% | +64.0% | -75.2% | -41.8% |
| All | -11.2% | +66.9% | -78.1% | -41.8% |
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