-5.6%
SHOP vs XLE
+217.6%
-223.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | +25.0% | +9.8% | +15.2% | +20.5% |
| 6M | +11.9% | +15.6% | -3.7% | +4.8% |
| YTD | -9.9% | +45.3% | -55.1% | -24.0% |
| 1Y | 0.0% | +48.3% | -48.3% | -16.8% |
| 3Y | +117.5% | +55.4% | +62.1% | +77.3% |
| All | -5.6% | +217.6% | -223.2% | -37.2% |
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 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