+8,434.7%
SHOP vs XME
+391.4%
+8,043.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -5.1% | -0.1% | -5.0% | -5.0% |
| 30D | +0.6% | +6.0% | -5.4% | -2.4% |
| 3M | +25.0% | -7.7% | +32.8% | +29.1% |
| 6M | +11.9% | +1.0% | +11.0% | +9.3% |
| YTD | -9.9% | +14.6% | -24.5% | -18.1% |
| 1Y | 0.0% | +46.0% | -46.0% | -19.9% |
| 3Y | +117.5% | +127.0% | -9.5% | +40.6% |
| 5Y | -6.6% | +175.8% | -182.5% | -43.6% |
| 10Y | +3,320.3% | +414.6% | +2,905.7% | +1,413.1% |
| All | +8,434.7% | +391.4% | +8,043.3% | +2,208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling