+590.9%
JPM vs SHOP
+3,113.3%
-2,522.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.6% |
| 7D | -0.7% | -11.2% | +10.6% | +0.7% |
| 30D | -2.5% | -14.4% | +11.9% | -0.8% |
| 3M | +14.1% | +16.6% | -2.4% | +11.5% |
| 6M | +25.1% | -0.6% | +25.7% | +23.7% |
| YTD | +12.1% | -20.0% | +32.1% | +13.4% |
| 1Y | +18.8% | -11.2% | +30.0% | +18.2% |
| 3Y | +163.4% | +99.5% | +63.9% | +131.9% |
| 5Y | +156.5% | -13.2% | +169.8% | +129.4% |
| All | +590.9% | +3,113.3% | -2,522.5% | +334.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling