+8,434.7%
SHOP vs XEL
+212.9%
+8,221.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -5.1% | -1.0% | -4.2% | -4.9% |
| 30D | +0.6% | -1.9% | +2.5% | +1.0% |
| 3M | +25.0% | -1.9% | +26.9% | +25.3% |
| 6M | +11.9% | -7.4% | +19.4% | +13.3% |
| YTD | -9.9% | +4.1% | -13.9% | -11.9% |
| 1Y | 0.0% | +8.0% | -8.1% | -3.5% |
| 3Y | +117.5% | +48.4% | +69.1% | +86.7% |
| 5Y | -6.6% | +27.2% | -33.9% | -16.1% |
| 10Y | +3,320.3% | +146.8% | +3,173.5% | +2,705.7% |
| All | +8,434.7% | +212.9% | +8,221.8% | +6,785.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling