+3,772.8%
SHOP vs XLP
+135.7%
+3,637.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.3% |
| 7D | +2.1% | -0.2% | +2.3% | +2.2% |
| 30D | -16.8% | +8.2% | -25.0% | -22.1% |
| 3M | -2.4% | +7.7% | -10.1% | -8.2% |
| 6M | +47.0% | +9.3% | +37.7% | +36.4% |
| YTD | -8.8% | +19.5% | -28.3% | -23.1% |
| 1Y | -6.3% | +21.0% | -27.3% | -22.0% |
| 3Y | +139.3% | +43.2% | +96.1% | +67.1% |
| 5Y | -12.1% | +42.7% | -54.8% | -37.2% |
| All | +3,772.8% | +135.7% | +3,637.1% | +1,938.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling