+8,659.4%
SHOP vs XRT
+113.3%
+8,546.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +5.2% |
| 7D | -5.4% | +0.9% | -6.3% | -6.0% |
| 30D | -10.3% | +7.9% | -18.3% | -16.6% |
| 3M | +1.0% | -0.2% | +1.2% | +1.3% |
| 6M | +41.2% | +5.6% | +35.7% | +34.9% |
| YTD | -7.5% | +5.7% | -13.2% | -11.9% |
| 1Y | -4.6% | +14.6% | -19.2% | -15.9% |
| 3Y | +146.4% | +50.7% | +95.7% | +74.5% |
| 5Y | -2.5% | -4.8% | +2.3% | +2.4% |
| 10Y | +3,703.6% | +152.6% | +3,550.9% | +1,703.6% |
| All | +8,659.4% | +113.3% | +8,546.1% | +4,748.5% |
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