+10.9%
JPM vs SHOP
-4.8%
+15.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -2.3% |
| 30D | +2.7% | -16.7% | +19.4% | +3.7% |
| 3M | -4.7% | -2.2% | -2.5% | -4.7% |
| 6M | +15.6% | +45.6% | -30.0% | +11.2% |
| YTD | +8.6% | -7.3% | +15.9% | +11.3% |
| 1Y | +10.9% | -6.1% | +17.0% | +12.7% |
| All | +10.9% | -4.8% | +15.7% | +12.7% |
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