-4.9%
SHOP vs XEL
+1.7%
-6.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +8.5% |
| 7D | -9.0% | +4.3% | -13.3% | -6.9% |
| 30D | -4.4% | +12.6% | -17.0% | +2.5% |
| 3M | +24.1% | +4.4% | +19.7% | +26.6% |
| 6M | +20.0% | +0.7% | +19.2% | +20.7% |
| YTD | -4.9% | +11.5% | -16.4% | +1.5% |
| 1Y | -4.9% | +1.7% | -6.6% | +5.8% |
| All | -4.9% | +1.7% | -6.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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