+8,434.7%
SHOP vs XLU
+177.2%
+8,257.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.5% |
| 30D | +0.6% | -1.3% | +1.9% | +1.2% |
| 3M | +25.0% | -1.3% | +26.4% | +25.3% |
| 6M | +11.9% | -7.6% | +19.5% | +15.3% |
| YTD | -9.9% | +2.3% | -12.1% | -12.3% |
| 1Y | 0.0% | +5.8% | -5.8% | -4.4% |
| 3Y | +117.5% | +50.5% | +67.0% | +70.5% |
| 5Y | -6.6% | +44.1% | -50.8% | -24.9% |
| 10Y | +3,320.3% | +138.2% | +3,182.1% | +2,148.8% |
| All | +8,434.7% | +177.2% | +8,257.5% | +5,077.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling