+8,434.7%
SHOP vs XLI
+274.6%
+8,160.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -1.0% |
| 7D | -5.1% | -1.1% | -4.1% | -3.9% |
| 30D | +0.6% | -5.9% | +6.5% | +7.4% |
| 3M | +25.0% | -0.3% | +25.3% | +24.2% |
| 6M | +11.9% | +0.1% | +11.8% | +9.4% |
| YTD | -9.9% | +13.6% | -23.5% | -23.8% |
| 1Y | 0.0% | +17.2% | -17.2% | -17.9% |
| 3Y | +117.5% | +68.2% | +49.3% | +26.9% |
| 5Y | -6.6% | +80.7% | -87.4% | -47.1% |
| 10Y | +3,320.3% | +253.3% | +3,067.1% | +871.7% |
| All | +8,434.7% | +274.6% | +8,160.1% | +2,301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling