0.0%
SHOP vs XLI
+18.3%
-18.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -5.1% | -1.1% | -4.1% | -4.5% |
| 30D | +0.6% | -5.9% | +6.5% | +3.8% |
| 3M | +25.0% | -0.3% | +25.3% | +23.7% |
| 6M | +11.9% | +0.1% | +11.8% | +9.9% |
| YTD | -9.9% | +13.6% | -23.5% | -28.4% |
| 1Y | 0.0% | +17.2% | -17.2% | -24.3% |
| All | 0.0% | +18.3% | -18.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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