+205.4%
XOM vs SHOP
+3,581.9%
-3,376.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.8% | -1.2% | +4.1% | +2.9% |
| 30D | -3.6% | -14.7% | +11.1% | -3.1% |
| 3M | +8.2% | -7.2% | +15.5% | +8.4% |
| 6M | +14.0% | +54.2% | -40.1% | +11.5% |
| YTD | +44.6% | -8.6% | +53.2% | +44.2% |
| 1Y | +47.8% | +0.5% | +47.3% | +46.6% |
| 3Y | +79.6% | +135.9% | -56.4% | +67.2% |
| 5Y | +214.3% | -11.9% | +226.2% | +202.4% |
| All | +205.4% | +3,581.9% | -3,376.4% | +118.8% |
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