-2.9%
SHOP vs XLB
+29.2%
-32.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.6% |
| 7D | -5.4% | -1.5% | -4.0% | -3.1% |
| 30D | -10.3% | +6.1% | -16.4% | -17.3% |
| 3M | +1.0% | 0.0% | +1.0% | +1.1% |
| 6M | +41.2% | 0.0% | +41.3% | +40.3% |
| YTD | -7.5% | +16.0% | -23.5% | -28.5% |
| 1Y | -4.6% | +24.7% | -29.3% | -34.4% |
| 3Y | +146.4% | +40.4% | +106.1% | +37.2% |
| All | -2.9% | +29.2% | -32.2% | -34.0% |
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 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