-12.8%
SHOP vs XLV
+33.9%
-46.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.0% |
| 7D | -11.2% | -3.6% | -7.7% | -7.0% |
| 30D | -14.4% | -1.8% | -12.5% | -12.5% |
| 3M | +16.6% | +7.8% | +8.8% | +5.9% |
| 6M | -0.6% | +9.1% | -9.7% | -11.3% |
| YTD | -20.0% | +7.7% | -27.7% | -28.4% |
| 1Y | -11.2% | +20.4% | -31.6% | -32.4% |
| 3Y | +99.5% | +30.8% | +68.7% | +27.5% |
| All | -12.8% | +33.9% | -46.7% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling