+192.9%
XOM vs SHOP
+3,113.3%
-2,920.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | +4.1% | -11.2% | +15.3% | +4.6% |
| 30D | +4.6% | -14.4% | +19.0% | +5.1% |
| 3M | +14.0% | +16.6% | -2.6% | +12.9% |
| 6M | +11.0% | -0.6% | +11.5% | +10.4% |
| YTD | +40.7% | -20.0% | +60.7% | +41.3% |
| 1Y | +52.3% | -11.2% | +63.5% | +51.8% |
| 3Y | +60.5% | +99.5% | -39.0% | +50.4% |
| 5Y | +266.4% | -13.2% | +279.6% | +251.0% |
| All | +192.9% | +3,113.3% | -2,920.4% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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