+2,993.7%
SHOP vs XLU
+140.5%
+2,853.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -11.2% | -1.6% | -9.6% | -10.6% |
| 30D | -14.4% | -3.3% | -11.1% | -13.0% |
| 3M | +16.6% | -3.2% | +19.7% | +17.9% |
| 6M | -0.6% | -7.0% | +6.4% | +2.0% |
| YTD | -20.0% | +0.6% | -20.6% | -21.6% |
| 1Y | -11.2% | +2.4% | -13.6% | -13.7% |
| 3Y | +99.5% | +46.3% | +53.2% | +58.2% |
| 5Y | -13.2% | +44.0% | -57.2% | -30.3% |
| All | +2,993.7% | +140.5% | +2,853.2% | +2,065.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling