+96.1%
SHOP vs XLI
+68.2%
+27.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.9% |
| 7D | -13.2% | -2.3% | -10.9% | -10.2% |
| 30D | -17.0% | -8.2% | -8.9% | -6.4% |
| 3M | +17.0% | +0.8% | +16.2% | +13.3% |
| 6M | -2.1% | +0.8% | -3.0% | -7.6% |
| YTD | -21.4% | +10.5% | -31.9% | -38.0% |
| 1Y | -11.0% | +14.1% | -25.1% | -33.5% |
| All | +96.1% | +68.2% | +27.9% | -37.8% |
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