+8,434.7%
SHOP vs XLE
+149.8%
+8,284.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -5.1% | +2.2% | -7.3% | -5.9% |
| 30D | +0.6% | +11.8% | -11.2% | -3.3% |
| 3M | +25.0% | +9.8% | +15.2% | +20.3% |
| 6M | +11.9% | +15.6% | -3.7% | +4.9% |
| YTD | -9.9% | +45.3% | -55.1% | -22.8% |
| 1Y | 0.0% | +48.3% | -48.3% | -15.3% |
| 3Y | +117.5% | +55.4% | +62.1% | +81.6% |
| 5Y | -6.6% | +216.1% | -222.7% | -40.0% |
| 10Y | +3,320.3% | +178.4% | +3,141.9% | +2,179.3% |
| All | +8,434.7% | +149.8% | +8,284.9% | +9,052.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling