+7,347.1%
SHOP vs XLY
+229.3%
+7,117.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | -13.2% | -3.9% | -9.4% | -7.7% |
| 30D | -17.0% | -6.1% | -10.9% | -8.5% |
| 3M | +17.0% | -1.2% | +18.2% | +18.7% |
| 6M | -2.1% | -1.8% | -0.4% | 0.0% |
| YTD | -21.4% | -5.9% | -15.5% | -13.7% |
| 1Y | -11.0% | -3.1% | -7.9% | -6.4% |
| 3Y | +100.9% | +36.0% | +64.9% | +32.0% |
| 5Y | -14.7% | +27.6% | -42.3% | -30.0% |
| 10Y | +2,984.8% | +216.8% | +2,768.0% | +698.8% |
| All | +7,347.1% | +229.3% | +7,117.7% | +1,824.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling