+643.2%
SHOP vs XLC
+141.1%
+502.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -4.5% |
| 7D | -10.6% | -1.4% | -9.2% | -8.5% |
| 30D | -18.3% | -0.9% | -17.4% | -17.0% |
| 3M | +14.8% | -0.3% | +15.1% | +15.3% |
| 6M | -5.0% | -5.2% | +0.2% | +3.9% |
| YTD | -21.2% | -5.3% | -15.9% | -13.1% |
| 1Y | -11.6% | -2.8% | -8.8% | -6.0% |
| 3Y | +101.2% | +71.2% | +30.0% | -6.6% |
| 5Y | -15.7% | +37.6% | -53.3% | -41.7% |
| All | +643.2% | +141.1% | +502.0% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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