-12.8%
SHOP vs XLRE
+8.4%
-21.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.7% |
| 7D | -11.2% | -1.2% | -10.1% | -9.9% |
| 30D | -14.4% | -2.4% | -12.0% | -11.6% |
| 3M | +16.6% | -2.5% | +19.1% | +20.2% |
| 6M | -0.6% | +4.0% | -4.5% | -6.1% |
| YTD | -20.0% | +9.3% | -29.3% | -29.4% |
| 1Y | -11.2% | +5.6% | -16.8% | -18.3% |
| 3Y | +99.5% | +31.3% | +68.2% | +32.9% |
| All | -12.8% | +8.4% | -21.2% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling