0.0%
SHOP vs XRT
+3.4%
-3.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.5% |
| 7D | -5.1% | +0.8% | -5.9% | -5.8% |
| 30D | +0.6% | -4.2% | +4.8% | +4.6% |
| 3M | +25.0% | +5.1% | +19.9% | +19.4% |
| 6M | +11.9% | +2.4% | +9.5% | +8.4% |
| YTD | -9.9% | +3.2% | -13.1% | -13.5% |
| 1Y | 0.0% | +1.5% | -1.6% | -1.4% |
| All | 0.0% | +3.4% | -3.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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