+2,993.7%
SHOP vs XME
+421.4%
+2,572.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -11.2% | -4.2% | -7.0% | -9.3% |
| 30D | -14.4% | -2.7% | -11.7% | -13.4% |
| 3M | +16.6% | -3.9% | +20.5% | +18.0% |
| 6M | -0.6% | -1.0% | +0.4% | -2.1% |
| YTD | -20.0% | +9.8% | -29.8% | -26.5% |
| 1Y | -11.2% | +32.5% | -43.7% | -26.8% |
| 3Y | +99.5% | +124.3% | -24.9% | +24.0% |
| 5Y | -13.2% | +165.8% | -179.0% | -49.3% |
| All | +2,993.7% | +421.4% | +2,572.3% | +1,282.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling