+750.4%
SHOP vs XLC
+143.7%
+606.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +1.4% |
| 7D | -5.1% | -0.8% | -4.3% | -3.7% |
| 30D | +0.6% | +1.0% | -0.5% | -1.0% |
| 3M | +25.0% | -0.7% | +25.7% | +26.3% |
| 6M | +11.9% | -5.1% | +17.1% | +22.3% |
| YTD | -9.9% | -4.3% | -5.6% | -2.3% |
| 1Y | 0.0% | -0.6% | +0.5% | +2.3% |
| 3Y | +117.5% | +72.7% | +44.8% | -0.6% |
| 5Y | -6.6% | +38.0% | -44.6% | -36.0% |
| All | +750.4% | +143.7% | +606.7% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling