+3,772.8%
SHOP vs XRT
+135.4%
+3,637.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | +0.1% |
| 7D | +2.1% | -0.4% | +2.5% | +2.4% |
| 30D | -16.8% | +7.5% | -24.4% | -22.4% |
| 3M | -2.4% | +2.3% | -4.8% | -4.4% |
| 6M | +47.0% | +12.8% | +34.2% | +31.7% |
| YTD | -8.8% | +7.1% | -15.9% | -14.3% |
| 1Y | -6.3% | +12.3% | -18.5% | -15.8% |
| 3Y | +139.3% | +57.0% | +82.3% | +63.2% |
| 5Y | -12.1% | -4.3% | -7.8% | -10.2% |
| All | +3,772.8% | +135.4% | +3,637.5% | +1,963.1% |
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