+108.6%
ASML vs SHOP
-6.7%
+115.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +1.1% | -5.1% | +6.2% | +2.5% |
| 30D | +2.2% | +0.6% | +1.6% | +1.8% |
| 3M | -2.3% | +25.0% | -27.3% | -10.1% |
| 6M | +23.0% | +11.9% | +11.1% | +15.0% |
| YTD | +61.1% | -9.9% | +70.9% | +59.1% |
| 1Y | +129.1% | 0.0% | +129.2% | +117.6% |
| 3Y | +165.4% | +117.5% | +47.9% | +82.5% |
| All | +108.6% | -6.7% | +115.3% | +65.1% |
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