-4.6%
SHOP vs XLE
+44.8%
-49.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -5.4% | -12.0% | +6.5% | -13.5% |
| 30D | -10.3% | -2.7% | -7.6% | -11.5% |
| 3M | +1.0% | +6.6% | -5.6% | +6.4% |
| 6M | +41.2% | +9.5% | +31.7% | +52.1% |
| YTD | -7.5% | +40.6% | -48.0% | +8.5% |
| 1Y | -4.6% | +43.6% | -48.2% | +13.3% |
| All | -4.6% | +44.8% | -49.4% | +13.3% |
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