-9.3%
SHOP vs XLC
+37.3%
-46.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -6.7% |
| 7D | -4.1% | +0.6% | -4.7% | -5.1% |
| 30D | -11.5% | +0.2% | -11.8% | -11.8% |
| 3M | +21.1% | +0.6% | +20.4% | +19.0% |
| 6M | +3.0% | -4.5% | +7.5% | +12.6% |
| YTD | -16.7% | -4.7% | -12.0% | -7.9% |
| 1Y | -8.3% | -1.7% | -6.6% | -4.3% |
| 3Y | +112.8% | +72.3% | +40.6% | -19.9% |
| 5Y | -9.3% | +37.8% | -47.0% | -40.5% |
| All | -9.3% | +37.3% | -46.5% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling