+3,647.2%
SHOP vs XRT
+163.3%
+3,483.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.5% | -1.3% |
| 7D | -2.7% | +2.5% | -5.1% | -4.7% |
| 30D | -11.0% | +10.3% | -21.3% | -18.9% |
| 3M | +0.3% | +2.4% | -2.1% | -1.8% |
| 6M | +37.7% | +10.0% | +27.7% | +26.6% |
| YTD | -5.5% | +9.5% | -15.1% | -13.1% |
| 1Y | -0.2% | +17.2% | -17.4% | -13.9% |
| 3Y | +151.9% | +62.0% | +89.9% | +67.2% |
| 5Y | -2.2% | -2.1% | -0.1% | -2.3% |
| 10Y | +3,647.2% | +152.6% | +3,494.6% | +1,926.6% |
| All | +3,647.2% | +163.3% | +3,483.9% | +1,926.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling