+1,391.9%
ASML vs SHOP
+8,534.1%
-7,142.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -2.0% |
| 7D | +10.4% | +2.1% | +8.2% | +9.8% |
| 30D | -12.7% | -16.8% | +4.1% | -8.6% |
| 3M | -17.2% | -2.4% | -14.8% | -17.4% |
| 6M | -1.3% | +47.0% | -48.3% | -13.5% |
| YTD | +40.8% | -8.8% | +49.6% | +37.5% |
| 1Y | +45.2% | -6.3% | +51.5% | +40.3% |
| 3Y | +131.8% | +139.3% | -7.5% | +63.5% |
| 5Y | +84.0% | -12.1% | +96.1% | +48.2% |
| 10Y | +1,541.9% | +3,601.0% | -2,059.1% | +549.8% |
| All | +1,391.9% | +8,534.1% | -7,142.2% | +476.5% |
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