+120.5%
SHOP vs XLE
+54.6%
+65.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -5.1% | +2.2% | -7.3% | -5.8% |
| 30D | +0.6% | +11.8% | -11.2% | -3.4% |
| 3M | +25.0% | +9.8% | +15.2% | +20.3% |
| 6M | +11.9% | +15.6% | -3.7% | +3.4% |
| YTD | -9.9% | +45.3% | -55.1% | -28.9% |
| 1Y | 0.0% | +48.3% | -48.3% | -23.0% |
| All | +120.5% | +54.6% | +65.9% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling