-4.9%
SHOP vs XLV
+34.1%
-39.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.3% | +5.5% |
| 7D | -9.0% | +5.5% | -14.6% | -11.7% |
| 30D | -4.4% | +13.3% | -17.7% | -10.8% |
| 3M | +24.1% | +17.4% | +6.7% | +14.3% |
| 6M | +20.0% | +32.1% | -12.1% | +8.4% |
| YTD | -4.9% | +24.0% | -29.0% | -15.8% |
| 1Y | -4.9% | +32.9% | -37.8% | -21.2% |
| All | -4.9% | +34.1% | -39.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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