+261.8%
XOM vs SHOP
-15.0%
+276.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +2.3% |
| 7D | 0.0% | -10.6% | +10.7% | +0.2% |
| 30D | +3.4% | -18.3% | +21.7% | +3.8% |
| 3M | +11.0% | +14.8% | -3.8% | +10.5% |
| 6M | +10.6% | -5.0% | +15.6% | +10.6% |
| YTD | +39.2% | -21.2% | +60.4% | +39.8% |
| 1Y | +52.7% | -11.6% | +64.3% | +52.5% |
| 3Y | +56.8% | +101.2% | -44.5% | +50.5% |
| 5Y | +261.8% | -15.7% | +277.5% | +246.0% |
| All | +261.8% | -15.0% | +276.8% | +246.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling