+8,434.7%
SHOP vs XRT
+108.3%
+8,326.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | +25.0% | +5.1% | +19.9% | +19.5% |
| 6M | +11.9% | +2.4% | +9.5% | +9.6% |
| YTD | -9.9% | +3.2% | -13.1% | -12.5% |
| 1Y | 0.0% | +1.5% | -1.6% | -1.5% |
| 3Y | +117.5% | +40.6% | +76.9% | +64.6% |
| 5Y | -6.6% | -1.0% | -5.7% | -3.5% |
| 10Y | +3,320.3% | +128.4% | +3,191.9% | +1,682.0% |
| All | +8,434.7% | +108.3% | +8,326.4% | +4,717.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling