+2,989.4%
SHOP vs XLB
+158.8%
+2,830.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.4% |
| 7D | -10.6% | -2.9% | -7.7% | -7.8% |
| 30D | -18.3% | -3.4% | -14.9% | -15.3% |
| 3M | +14.8% | +1.6% | +13.2% | +13.1% |
| 6M | -5.0% | +3.6% | -8.7% | -9.3% |
| YTD | -21.2% | +14.2% | -35.5% | -32.7% |
| 1Y | -11.6% | +15.6% | -27.2% | -25.3% |
| 3Y | +101.2% | +33.1% | +68.1% | +49.9% |
| 5Y | -15.7% | +35.0% | -50.8% | -34.6% |
| 10Y | +2,989.4% | +164.5% | +2,824.9% | +1,270.0% |
| All | +2,989.4% | +158.8% | +2,830.7% | +1,270.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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