+99.5%
SHOP vs XLY
+35.2%
+64.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.4% |
| 7D | -11.2% | -1.7% | -9.5% | -8.7% |
| 30D | -14.4% | -4.2% | -10.2% | -8.5% |
| 3M | +16.6% | -2.7% | +19.3% | +21.2% |
| 6M | -0.6% | -0.6% | +0.1% | -0.4% |
| YTD | -20.0% | -5.0% | -15.0% | -13.2% |
| 1Y | -11.2% | -4.1% | -7.1% | -5.0% |
| 3Y | +99.5% | +33.6% | +65.9% | +22.6% |
| All | +99.5% | +35.2% | +64.3% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling