+121.0%
GOOG vs SHOP
+140.2%
-19.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | -14.9% | -14.7% | -0.1% | -12.6% |
| 3M | -14.9% | -7.2% | -7.7% | -14.1% |
| 6M | -26.6% | +54.2% | -80.8% | -33.2% |
| YTD | -6.6% | -8.6% | +2.0% | -7.0% |
| 1Y | +5.1% | +0.5% | +4.6% | +2.4% |
| 3Y | +121.0% | +135.9% | -15.0% | +73.4% |
| All | +121.0% | +140.2% | -19.3% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling