+3,003.4%
SHOP vs XRT
+123.1%
+2,880.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.4% | -5.6% |
| 7D | -4.1% | -0.3% | -3.8% | -3.7% |
| 30D | -11.5% | -5.6% | -5.9% | -6.6% |
| 3M | +21.1% | +2.5% | +18.5% | +18.5% |
| 6M | +3.0% | +3.7% | -0.7% | -0.1% |
| YTD | -16.7% | +1.0% | -17.7% | -17.4% |
| 1Y | -8.3% | -1.2% | -7.1% | -7.2% |
| 3Y | +112.8% | +43.4% | +69.5% | +58.7% |
| 5Y | -9.3% | -0.7% | -8.5% | -6.7% |
| 10Y | +3,003.4% | +123.7% | +2,879.8% | +1,638.8% |
| All | +3,003.4% | +123.1% | +2,880.3% | +1,638.8% |
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