+2,941.1%
SHOP vs XLF
+252.0%
+2,689.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -13.2% | -2.9% | -10.3% | -10.8% |
| 30D | -17.0% | -1.6% | -15.4% | -15.7% |
| 3M | +17.0% | +9.3% | +7.7% | +8.4% |
| 6M | -2.1% | +14.6% | -16.7% | -13.0% |
| YTD | -21.4% | +4.7% | -26.1% | -23.8% |
| 1Y | -11.0% | +8.6% | -19.6% | -16.4% |
| 3Y | +100.9% | +73.9% | +27.1% | +33.7% |
| 5Y | -14.7% | +65.0% | -79.7% | -38.8% |
| All | +2,941.1% | +252.0% | +2,689.0% | +1,510.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 10y: compounded portfolio wealth divided by compounded XLF 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…
10y analysis · Full analysis span regression · 6 months rolling