+3,772.8%
SHOP vs XLB
+164.1%
+3,608.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -16.8% | +5.3% | -22.1% | -20.9% |
| 3M | -2.4% | 0.0% | -2.4% | -2.2% |
| 6M | +47.0% | +1.2% | +45.8% | +45.2% |
| YTD | -8.8% | +16.9% | -25.7% | -23.8% |
| 1Y | -6.3% | +20.9% | -27.2% | -24.5% |
| 3Y | +139.3% | +43.3% | +96.0% | +64.3% |
| 5Y | -12.1% | +28.3% | -40.4% | -29.7% |
| All | +3,772.8% | +164.1% | +3,608.7% | +1,578.3% |
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