+7,788.2%
SHOP vs XBI
+114.0%
+7,674.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.4% | -6.6% |
| 7D | -4.1% | -0.9% | -3.2% | -3.3% |
| 30D | -11.5% | +2.9% | -14.4% | -14.0% |
| 3M | +21.1% | +26.2% | -5.2% | -1.2% |
| 6M | +3.0% | +30.7% | -27.7% | -18.8% |
| YTD | -16.7% | +32.9% | -49.6% | -35.9% |
| 1Y | -8.3% | +72.3% | -80.6% | -43.2% |
| 3Y | +112.8% | +107.2% | +5.6% | +10.7% |
| 5Y | -9.3% | +23.2% | -32.4% | -26.9% |
| 10Y | +3,003.4% | +158.5% | +2,844.9% | +1,499.8% |
| All | +7,788.2% | +114.0% | +7,674.2% | +6,184.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling