-4.9%
SHOP vs XLI
+12.2%
-17.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.8% |
| 7D | -9.0% | +0.6% | -9.6% | -9.3% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | +24.1% | -8.8% | +33.0% | +28.5% |
| 6M | +20.0% | -0.4% | +20.4% | +17.3% |
| YTD | -4.9% | +10.1% | -15.0% | -22.2% |
| 1Y | -4.9% | +12.3% | -17.2% | -26.4% |
| All | -4.9% | +12.2% | -17.1% | -26.4% |
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