+16.1%
JPM vs SHOP
-6.2%
+22.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.3% | -3.2% | +3.7% |
| 7D | +3.8% | -9.0% | +12.8% | +4.2% |
| 30D | +6.5% | -4.4% | +10.9% | +6.6% |
| 3M | -1.0% | +24.1% | -25.1% | -2.8% |
| 6M | +15.5% | +20.0% | -4.4% | +13.7% |
| YTD | +11.4% | -4.9% | +16.3% | +13.6% |
| 1Y | +16.1% | -4.9% | +21.0% | +17.9% |
| All | +16.1% | -6.2% | +22.2% | +17.9% |
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