-11.2%
SHOP vs XLE
+169.4%
-180.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -1.2% | +5.4% | -6.6% | -2.7% |
| 30D | -14.7% | -3.9% | -10.8% | -14.0% |
| 3M | -7.2% | +7.0% | -14.2% | -9.8% |
| 6M | +54.2% | +14.2% | +40.0% | +45.7% |
| YTD | -8.6% | +48.2% | -56.8% | -24.0% |
| 1Y | +0.5% | +47.7% | -47.2% | -16.4% |
| 3Y | +135.9% | +70.0% | +65.9% | +85.6% |
| All | -11.2% | +169.4% | -180.6% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling