+3,647.2%
SHOP vs XLP
+130.4%
+3,516.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.4% |
| 7D | -2.7% | +0.1% | -2.7% | -2.5% |
| 30D | -11.0% | +8.9% | -19.9% | -17.0% |
| 3M | +0.3% | +7.5% | -7.2% | -5.5% |
| 6M | +37.7% | +9.4% | +28.3% | +27.7% |
| YTD | -5.5% | +19.3% | -24.8% | -20.2% |
| 1Y | -0.2% | +21.7% | -22.0% | -17.4% |
| 3Y | +151.9% | +44.0% | +107.9% | +75.1% |
| 5Y | -2.2% | +42.8% | -45.0% | -30.1% |
| 10Y | +3,647.2% | +128.8% | +3,518.4% | +1,851.4% |
| All | +3,647.2% | +130.4% | +3,516.8% | +1,851.4% |
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