-7.7%
SHOP vs XLP
+22.3%
-30.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.7% | -3.6% |
| 7D | +2.8% | +2.3% | +0.5% | +3.1% |
| 30D | -14.2% | +9.1% | -23.3% | -12.5% |
| 3M | -5.5% | +7.9% | -13.4% | -4.2% |
| 6M | +32.8% | +9.6% | +23.2% | +36.9% |
| YTD | -8.9% | +19.4% | -28.4% | -3.2% |
| 1Y | -7.7% | +22.4% | -30.1% | -1.7% |
| All | -7.7% | +22.3% | -30.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling