+8,355.9%
SHOP vs XLP
+150.9%
+8,205.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.4% |
| 7D | -13.9% | +3.5% | -17.3% | -16.1% |
| 30D | -12.6% | +11.6% | -24.1% | -20.3% |
| 3M | -0.3% | +7.6% | -8.0% | -6.4% |
| 6M | +33.6% | +10.0% | +23.5% | +22.9% |
| YTD | -10.7% | +19.7% | -30.4% | -25.2% |
| 1Y | -11.8% | +23.5% | -35.2% | -28.4% |
| 3Y | +133.9% | +44.0% | +89.9% | +61.1% |
| 5Y | -5.9% | +42.7% | -48.6% | -33.4% |
| 10Y | +3,571.8% | +131.3% | +3,440.4% | +1,570.0% |
| All | +8,355.9% | +150.9% | +8,205.0% | +3,544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling