+2,945.6%
SHOP vs XHB
+217.9%
+2,727.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -4.1% |
| 7D | -10.6% | -1.9% | -8.7% | -8.9% |
| 30D | -18.3% | -8.3% | -10.0% | -11.8% |
| 3M | +14.8% | -7.1% | +22.0% | +21.9% |
| 6M | -5.0% | -5.3% | +0.2% | -2.3% |
| YTD | -21.2% | -3.2% | -18.0% | -21.4% |
| 1Y | -11.6% | -13.9% | +2.3% | -2.4% |
| 3Y | +101.2% | +24.9% | +76.3% | +53.5% |
| 5Y | -15.7% | +34.5% | -50.2% | -37.8% |
| All | +2,945.6% | +217.9% | +2,727.8% | +1,141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling