+96.1%
SHOP vs XLU
+47.5%
+48.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | -13.2% | -1.2% | -12.0% | -13.0% |
| 30D | -17.0% | -2.5% | -14.5% | -16.5% |
| 3M | +17.0% | -2.7% | +19.8% | +17.4% |
| 6M | -2.1% | -7.5% | +5.3% | -0.3% |
| YTD | -21.4% | +0.9% | -22.3% | -23.5% |
| 1Y | -11.0% | +3.3% | -14.3% | -14.2% |
| All | +96.1% | +47.5% | +48.6% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling