+140.6%
INTC vs SHOP
+8,680.0%
-8,539.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.7% | +7.2% |
| 7D | +7.3% | -2.5% | +9.7% | +7.9% |
| 30D | -38.3% | -16.7% | -21.6% | -36.0% |
| 3M | -36.0% | -2.2% | -33.8% | -35.8% |
| 6M | -51.7% | +45.6% | -97.3% | -55.5% |
| YTD | +69.4% | -7.3% | +76.7% | +66.6% |
| 1Y | +65.0% | -6.1% | +71.1% | +61.8% |
| 3Y | +63.0% | +143.3% | -80.3% | +26.8% |
| 5Y | +33.4% | +0.2% | +33.2% | +10.8% |
| 10Y | +121.2% | +3,663.5% | -3,542.3% | +8.4% |
| All | +140.6% | +8,680.0% | -8,539.4% | +14.3% |
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