+8,680.0%
SHOP vs XHB
+211.7%
+8,468.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -2.5% | -4.1% | +1.6% | +1.2% |
| 30D | -16.7% | +9.6% | -26.3% | -23.3% |
| 3M | -2.2% | -6.0% | +3.8% | +3.1% |
| 6M | +45.6% | +2.2% | +43.4% | +41.3% |
| YTD | -7.3% | +1.1% | -8.4% | -11.2% |
| 1Y | -6.1% | -1.7% | -4.4% | -7.8% |
| 3Y | +143.3% | +36.5% | +106.9% | +69.9% |
| 5Y | +0.2% | +33.5% | -33.3% | -26.1% |
| 10Y | +3,663.5% | +240.9% | +3,422.6% | +1,172.3% |
| All | +8,680.0% | +211.7% | +8,468.3% | +3,252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling