+139.4%
SHOP vs XLI
+74.2%
+65.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.1% |
| 7D | -2.5% | +0.9% | -3.4% | -3.5% |
| 30D | -16.7% | +1.1% | -17.8% | -18.0% |
| 3M | -2.2% | -7.7% | +5.5% | +8.4% |
| 6M | +45.6% | -1.8% | +47.4% | +45.8% |
| YTD | -7.3% | +11.1% | -18.4% | -26.9% |
| 1Y | -6.1% | +12.1% | -18.2% | -27.0% |
| All | +139.4% | +74.2% | +65.2% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling