-14.7%
SHOP vs XBI
+18.4%
-33.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.4% |
| 7D | -13.2% | -4.6% | -8.6% | -9.2% |
| 30D | -17.0% | -0.8% | -16.3% | -17.0% |
| 3M | +17.0% | +21.8% | -4.8% | -5.1% |
| 6M | -2.1% | +23.2% | -25.3% | -22.3% |
| YTD | -21.4% | +28.7% | -50.1% | -41.1% |
| 1Y | -11.0% | +67.8% | -78.7% | -49.4% |
| 3Y | +100.9% | +100.6% | +0.3% | -11.0% |
| 5Y | -14.7% | +19.8% | -34.5% | -35.5% |
| All | -14.7% | +18.4% | -33.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling