+759.3%
SHOP vs XLC
+135.2%
+624.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -4.2% |
| 7D | +2.8% | +6.2% | -3.4% | -6.5% |
| 30D | -14.2% | -2.4% | -11.8% | -10.8% |
| 3M | -5.5% | -3.3% | -2.2% | -0.2% |
| 6M | +32.8% | -7.3% | +40.1% | +50.0% |
| YTD | -8.9% | -7.6% | -1.3% | +4.5% |
| 1Y | -7.7% | -3.7% | -4.0% | -0.8% |
| 3Y | +139.0% | +62.9% | +76.1% | +18.8% |
| 5Y | -0.5% | +41.6% | -42.2% | -33.4% |
| All | +759.3% | +135.2% | +624.1% | +202.4% |
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