+7,347.1%
SHOP vs XLV
+165.5%
+7,181.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.5% |
| 7D | -13.2% | -4.4% | -8.8% | -8.4% |
| 30D | -17.0% | -1.4% | -15.6% | -15.8% |
| 3M | +17.0% | +8.9% | +8.1% | +5.9% |
| 6M | -2.1% | +9.1% | -11.2% | -12.0% |
| YTD | -21.4% | +7.9% | -29.3% | -29.1% |
| 1Y | -11.0% | +22.7% | -33.7% | -31.5% |
| 3Y | +100.9% | +31.9% | +69.0% | +40.4% |
| 5Y | -14.7% | +34.9% | -49.6% | -39.9% |
| 10Y | +2,984.8% | +173.9% | +2,810.9% | +961.1% |
| All | +7,347.1% | +165.5% | +7,181.6% | +2,676.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling