+96.4%
SHOP vs XLF
+73.6%
+22.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -4.7% |
| 7D | -10.6% | -1.0% | -9.6% | -8.9% |
| 30D | -18.3% | -1.3% | -17.0% | -16.3% |
| 3M | +14.8% | +9.1% | +5.7% | -0.4% |
| 6M | -5.0% | +14.4% | -19.4% | -23.8% |
| YTD | -21.2% | +5.1% | -26.3% | -26.8% |
| 1Y | -11.6% | +8.6% | -20.2% | -22.3% |
| All | +96.4% | +73.6% | +22.8% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling