-4.9%
SHOP vs XLE
+50.1%
-55.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.7% | +12.1% | +3.9% |
| 7D | -9.0% | -7.2% | -1.8% | -13.5% |
| 30D | -4.4% | +0.1% | -4.5% | -3.7% |
| 3M | +24.1% | +9.2% | +14.9% | +33.4% |
| 6M | +20.0% | +8.4% | +11.6% | +29.7% |
| YTD | -4.9% | +44.9% | -49.8% | +14.9% |
| 1Y | -4.9% | +49.9% | -54.8% | +17.4% |
| All | -4.9% | +50.1% | -55.0% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling