0.0%
SHOP vs XLY
-0.5%
+0.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +1.1% |
| 7D | -5.1% | -2.0% | -3.1% | -2.6% |
| 30D | +0.6% | -3.1% | +3.7% | +4.8% |
| 3M | +25.0% | -1.8% | +26.8% | +28.0% |
| 6M | +11.9% | -0.9% | +12.8% | +13.0% |
| YTD | -9.9% | -3.4% | -6.5% | -4.7% |
| 1Y | 0.0% | -1.5% | +1.5% | +4.6% |
| All | 0.0% | -0.5% | +0.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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