-5.6%
SHOP vs XLB
+36.1%
-41.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.1% |
| 7D | -5.1% | -1.4% | -3.7% | -3.2% |
| 30D | +0.6% | -0.4% | +1.0% | +1.0% |
| 3M | +25.0% | +2.0% | +23.1% | +21.5% |
| 6M | +11.9% | +1.8% | +10.1% | +7.1% |
| YTD | -9.9% | +16.6% | -26.4% | -30.8% |
| 1Y | 0.0% | +16.9% | -17.0% | -23.6% |
| 3Y | +117.5% | +32.6% | +84.9% | +35.6% |
| All | -5.6% | +36.1% | -41.7% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling