-4.9%
SHOP vs XME
+5.2%
-10.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.6% |
| 7D | -9.0% | -5.5% | -3.6% | -7.4% |
| 30D | -4.4% | -11.1% | +6.7% | -1.1% |
| 3M | +24.1% | -11.1% | +35.3% | +28.4% |
| 6M | +20.0% | -18.0% | +38.0% | +26.0% |
| YTD | -4.9% | -7.4% | +2.4% | -8.9% |
| 1Y | -4.9% | +6.7% | -11.6% | -19.4% |
| All | -4.9% | +5.2% | -10.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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