+3,781.0%
SHOP vs XLP
+139.1%
+3,641.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.9% |
| 7D | -1.2% | +2.5% | -3.7% | -3.2% |
| 30D | -14.7% | +7.3% | -22.0% | -19.5% |
| 3M | -7.2% | +8.1% | -15.3% | -13.0% |
| 6M | +54.2% | +10.5% | +43.7% | +41.9% |
| YTD | -8.6% | +21.2% | -29.8% | -23.8% |
| 1Y | +0.5% | +22.7% | -22.2% | -17.3% |
| 3Y | +135.9% | +44.8% | +91.1% | +63.4% |
| 5Y | -11.9% | +44.7% | -56.6% | -37.7% |
| All | +3,781.0% | +139.1% | +3,641.9% | +1,919.9% |
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