0.0%
SHOP vs XLU
+4.9%
-4.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -5.1% | +0.8% | -5.9% | -4.8% |
| 30D | +0.6% | -1.3% | +1.9% | +0.1% |
| 3M | +25.0% | -1.3% | +26.4% | +24.2% |
| 6M | +11.9% | -7.6% | +19.5% | +11.1% |
| YTD | -9.9% | +2.3% | -12.1% | -13.6% |
| 1Y | 0.0% | +5.8% | -5.8% | -1.2% |
| All | 0.0% | +4.9% | -4.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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