+8,434.7%
SHOP vs XLB
+157.1%
+8,277.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -3.7% |
| 30D | +0.6% | -0.4% | +1.0% | +0.9% |
| 3M | +25.0% | +2.0% | +23.1% | +22.6% |
| 6M | +11.9% | +1.8% | +10.1% | +8.7% |
| YTD | -9.9% | +16.6% | -26.4% | -24.4% |
| 1Y | 0.0% | +16.9% | -17.0% | -16.3% |
| 3Y | +117.5% | +32.6% | +84.9% | +63.4% |
| 5Y | -6.6% | +35.6% | -42.3% | -27.8% |
| 10Y | +3,320.3% | +160.0% | +3,160.3% | +1,340.6% |
| All | +8,434.7% | +157.1% | +8,277.6% | +3,809.5% |
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 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