+112.8%
SHOP vs XME
+136.1%
-23.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.1% | -8.7% | -8.2% |
| 7D | -4.1% | +3.6% | -7.7% | -6.2% |
| 30D | -11.5% | +3.6% | -15.2% | -13.7% |
| 3M | +21.1% | +1.2% | +19.8% | +19.3% |
| 6M | +3.0% | +9.0% | -6.1% | -5.3% |
| YTD | -16.7% | +15.9% | -32.6% | -28.8% |
| 1Y | -8.3% | +43.2% | -51.5% | -35.1% |
| 3Y | +112.8% | +137.4% | -24.5% | -15.5% |
| All | +112.8% | +136.1% | -23.3% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling