+3,003.4%
SHOP vs XLE
+174.0%
+2,829.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.1% | -8.7% | -7.9% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -11.5% | +12.6% | -24.2% | -14.7% |
| 3M | +21.1% | +11.8% | +9.2% | +16.3% |
| 6M | +3.0% | +16.1% | -13.1% | -2.8% |
| YTD | -16.7% | +46.9% | -63.6% | -27.7% |
| 1Y | -8.3% | +53.3% | -61.5% | -21.7% |
| 3Y | +112.8% | +54.9% | +57.9% | +81.4% |
| 5Y | -9.3% | +225.7% | -235.0% | -38.1% |
| 10Y | +3,003.4% | +170.7% | +2,832.8% | +2,234.2% |
| All | +3,003.4% | +174.0% | +2,829.5% | +2,234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling