+67.7%
ASML vs SHOP
-6.4%
+74.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.3% | -7.7% |
| 7D | -19.0% | -13.9% | -5.2% | -15.8% |
| 30D | -25.9% | -12.6% | -13.4% | -23.4% |
| 3M | -19.1% | -0.3% | -18.7% | -19.8% |
| 6M | -5.7% | +33.6% | -39.3% | -16.1% |
| YTD | +27.6% | -10.7% | +38.3% | +25.4% |
| 1Y | +30.8% | -11.8% | +42.5% | +28.5% |
| 3Y | +116.2% | +133.9% | -17.6% | +45.4% |
| 5Y | +67.7% | -5.9% | +73.6% | +29.2% |
| All | +67.7% | -6.4% | +74.0% | +29.2% |
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