+8,680.0%
SHOP vs XLB
+161.2%
+8,518.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | -2.5% | -1.6% | -0.8% | -0.7% |
| 30D | -16.7% | +7.2% | -24.0% | -22.2% |
| 3M | -2.2% | 0.0% | -2.2% | -2.0% |
| 6M | +45.6% | +2.3% | +43.3% | +42.3% |
| YTD | -7.3% | +18.4% | -25.7% | -23.2% |
| 1Y | -6.1% | +23.3% | -29.4% | -25.5% |
| 3Y | +143.3% | +45.2% | +98.2% | +66.4% |
| 5Y | +0.2% | +31.0% | -30.8% | -20.5% |
| 10Y | +3,663.5% | +168.8% | +3,494.7% | +1,440.7% |
| All | +8,680.0% | +161.2% | +8,518.8% | +3,868.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling