+8,434.7%
SHOP vs XLF
+252.6%
+8,182.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.0% |
| 30D | +0.6% | +0.2% | +0.4% | +0.5% |
| 3M | +25.0% | +11.7% | +13.3% | +13.4% |
| 6M | +11.9% | +13.8% | -1.9% | 0.0% |
| YTD | -9.9% | +7.0% | -16.9% | -14.5% |
| 1Y | 0.0% | +9.1% | -9.2% | -6.7% |
| 3Y | +117.5% | +75.6% | +41.9% | +42.4% |
| 5Y | -6.6% | +66.4% | -73.1% | -33.9% |
| 10Y | +3,320.3% | +250.3% | +3,070.0% | +1,294.0% |
| All | +8,434.7% | +252.6% | +8,182.1% | +3,343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling