+1,606.7%
ASML vs SHOP
+8,434.7%
-6,828.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +1.1% | -5.1% | +6.2% | +2.4% |
| 30D | +2.2% | +0.6% | +1.6% | +1.8% |
| 3M | -2.3% | +25.0% | -27.3% | -9.5% |
| 6M | +23.0% | +11.9% | +11.1% | +15.5% |
| YTD | +61.1% | -9.9% | +70.9% | +58.9% |
| 1Y | +129.1% | 0.0% | +129.2% | +118.4% |
| 3Y | +165.4% | +117.5% | +47.9% | +92.0% |
| 5Y | +109.5% | -6.6% | +116.1% | +66.9% |
| 10Y | +1,645.7% | +3,320.3% | -1,674.6% | +601.3% |
| All | +1,606.7% | +8,434.7% | -6,828.0% | +566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling