-12.7%
SHOP vs XLF
+8.6%
-21.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.4% |
| 7D | -13.2% | -2.9% | -10.3% | -8.9% |
| 30D | -17.0% | -1.6% | -15.4% | -14.6% |
| 3M | +17.0% | +9.3% | +7.7% | +2.8% |
| 6M | -2.1% | +14.6% | -16.7% | -20.3% |
| YTD | -21.4% | +4.7% | -26.1% | -26.3% |
| All | -12.7% | +8.6% | -21.3% | -19.1% |
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