+39.7%
GOOG vs SHOP
-9.3%
+49.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | 0.0% | -11.2% | +11.3% | +1.4% |
| 30D | -2.0% | -14.4% | +12.4% | -0.2% |
| 3M | -5.9% | +16.6% | -22.4% | -8.5% |
| 6M | +8.9% | -0.6% | +9.5% | +7.8% |
| YTD | +7.1% | -20.0% | +27.1% | +11.6% |
| 1Y | +39.7% | -11.2% | +50.9% | +42.2% |
| All | +39.7% | -9.3% | +49.0% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling