-14.7%
SHOP vs XLU
+42.5%
-57.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.3% |
| 7D | -13.2% | -1.2% | -12.0% | -12.7% |
| 30D | -17.0% | -2.5% | -14.5% | -16.1% |
| 3M | +17.0% | -2.7% | +19.8% | +18.0% |
| 6M | -2.1% | -7.5% | +5.3% | +0.8% |
| YTD | -21.4% | +0.9% | -22.3% | -23.6% |
| 1Y | -11.0% | +3.3% | -14.3% | -14.7% |
| 3Y | +100.9% | +47.3% | +53.6% | +48.7% |
| 5Y | -14.7% | +44.4% | -59.1% | -33.9% |
| All | -14.7% | +42.5% | -57.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling