+0.5%
SHOP vs XLF
+11.3%
-10.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -1.0% |
| 7D | -1.2% | +2.7% | -3.9% | -5.1% |
| 30D | -14.7% | +7.6% | -22.4% | -23.5% |
| 3M | -7.2% | +1.1% | -8.3% | -8.0% |
| 6M | +54.2% | +15.9% | +38.3% | +23.1% |
| YTD | -8.6% | +8.4% | -17.1% | -18.9% |
| 1Y | +0.5% | +12.5% | -12.0% | -15.4% |
| All | +0.5% | +11.3% | -10.8% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling