+3,259.3%
SHOP vs XLP
+101.8%
+3,157.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -5.1% | -1.0% | -4.1% | -4.3% |
| 30D | +0.6% | -0.9% | +1.5% | +1.2% |
| 3M | +25.0% | +3.8% | +21.2% | +21.2% |
| 6M | +11.9% | -1.7% | +13.6% | +12.8% |
| YTD | -9.9% | +10.3% | -20.1% | -18.9% |
| 1Y | 0.0% | +7.8% | -7.8% | -8.7% |
| 3Y | +117.5% | +27.2% | +90.3% | +68.3% |
| 5Y | -6.6% | +32.5% | -39.2% | -29.4% |
| All | +3,259.3% | +101.8% | +3,157.6% | +1,754.7% |
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