+75.5%
ASML vs SHOP
-3.3%
+78.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +4.0% |
| 7D | -9.0% | -5.4% | -3.6% | -7.8% |
| 30D | -21.0% | -10.3% | -10.6% | -18.8% |
| 3M | -16.3% | +1.0% | -17.3% | -17.3% |
| 6M | -7.5% | +41.2% | -48.8% | -19.0% |
| YTD | +34.0% | -7.5% | +41.5% | +30.5% |
| 1Y | +39.3% | -4.6% | +43.9% | +33.8% |
| 3Y | +128.9% | +146.4% | -17.6% | +51.6% |
| All | +75.5% | -3.3% | +78.8% | +34.8% |
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 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