+8,524.1%
SHOP vs XME
+300.5%
+8,223.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.6% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | -14.2% | -9.2% | -5.0% | -10.1% |
| 3M | -5.5% | -17.8% | +12.2% | +3.4% |
| 6M | +32.8% | -20.0% | +52.8% | +45.8% |
| YTD | -8.9% | -6.6% | -2.3% | -8.9% |
| 1Y | -7.7% | +1.8% | -9.5% | -11.6% |
| 3Y | +139.0% | +98.7% | +40.3% | +64.3% |
| 5Y | -0.5% | +123.9% | -124.4% | -33.6% |
| 10Y | +3,557.0% | +277.9% | +3,279.1% | +1,741.6% |
| All | +8,524.1% | +300.5% | +8,223.7% | +2,470.1% |
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 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