+8,434.7%
SHOP vs XHB
+210.4%
+8,224.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.4% |
| 7D | -5.1% | -1.3% | -3.8% | -3.9% |
| 30D | +0.6% | -6.9% | +7.5% | +6.9% |
| 3M | +25.0% | -1.3% | +26.3% | +25.5% |
| 6M | +11.9% | -6.8% | +18.7% | +16.6% |
| YTD | -9.9% | +0.7% | -10.6% | -13.3% |
| 1Y | 0.0% | -11.2% | +11.2% | +7.4% |
| 3Y | +117.5% | +25.3% | +92.2% | +65.4% |
| 5Y | -6.6% | +37.3% | -44.0% | -32.3% |
| 10Y | +3,320.3% | +211.5% | +3,108.8% | +1,161.2% |
| All | +8,434.7% | +210.4% | +8,224.3% | +3,174.7% |
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