+1,155.6%
GOOG vs SHOP
+7,788.2%
-6,632.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | +1.5% |
| 7D | +1.1% | -4.1% | +5.2% | +1.8% |
| 30D | -5.1% | -11.5% | +6.5% | -2.9% |
| 3M | -7.1% | +21.1% | -28.1% | -11.5% |
| 6M | +12.7% | +3.0% | +9.7% | +9.8% |
| YTD | +7.1% | -16.7% | +23.8% | +8.1% |
| 1Y | +43.6% | -8.3% | +51.9% | +41.5% |
| 3Y | +146.8% | +112.8% | +33.9% | +94.0% |
| 5Y | +133.7% | -9.3% | +142.9% | +95.9% |
| 10Y | +773.3% | +3,003.4% | -2,230.1% | +306.0% |
| All | +1,155.6% | +7,788.2% | -6,632.6% | +459.2% |
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 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