+146.4%
SHOP vs XLC
+60.5%
+85.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +2.8% |
| 7D | -5.4% | +4.9% | -10.3% | -13.0% |
| 30D | -10.3% | -5.8% | -4.5% | -0.5% |
| 3M | +1.0% | -5.4% | +6.4% | +11.4% |
| 6M | +41.2% | -10.2% | +51.4% | +71.1% |
| YTD | -7.5% | -10.2% | +2.7% | +13.2% |
| 1Y | -4.6% | -5.6% | +1.0% | +6.9% |
| 3Y | +146.4% | +61.0% | +85.4% | +34.9% |
| All | +146.4% | +60.5% | +85.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling