-4.6%
SHOP vs XLP
+22.3%
-26.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.4% |
| 7D | -5.4% | +0.7% | -6.2% | -5.3% |
| 30D | -10.3% | +10.3% | -20.6% | -7.9% |
| 3M | +1.0% | +6.5% | -5.5% | +2.4% |
| 6M | +41.2% | +8.4% | +32.8% | +45.6% |
| YTD | -7.5% | +18.2% | -25.7% | -0.1% |
| 1Y | -4.6% | +22.4% | -27.0% | +6.2% |
| All | -4.6% | +22.3% | -26.8% | +6.2% |
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