-4.9%
SHOP vs XHB
+5.8%
-10.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.4% | +1.9% | +4.7% |
| 7D | -9.0% | +9.7% | -18.8% | -12.7% |
| 30D | -4.4% | +11.7% | -16.1% | -9.1% |
| 3M | +24.1% | -1.4% | +25.5% | +24.5% |
| 6M | +20.0% | +6.8% | +13.2% | +16.0% |
| YTD | -4.9% | +5.5% | -10.4% | -9.1% |
| 1Y | -4.9% | +5.1% | -10.1% | -9.5% |
| All | -4.9% | +5.8% | -10.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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