-14.7%
SHOP vs XLK
+141.8%
-156.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.9% |
| 7D | -13.2% | -0.4% | -12.8% | -12.8% |
| 30D | -17.0% | -0.5% | -16.6% | -16.7% |
| 3M | +17.0% | +5.0% | +12.0% | +4.1% |
| 6M | -2.1% | +32.9% | -35.0% | -41.6% |
| YTD | -21.4% | +29.0% | -50.3% | -50.6% |
| 1Y | -11.0% | +37.8% | -48.8% | -49.5% |
| 3Y | +100.9% | +118.7% | -17.8% | -48.3% |
| 5Y | -14.7% | +145.6% | -160.2% | -79.4% |
| All | -14.7% | +141.8% | -156.5% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 5y: compounded portfolio wealth divided by compounded XLK 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…
5y analysis · Full analysis span regression · 6 months rolling