+19.9%
JPM vs SHOP
-12.4%
+32.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.3% | -13.2% | +10.9% | -1.3% |
| 30D | -2.3% | -17.0% | +14.7% | -1.0% |
| 3M | +14.9% | +17.0% | -2.1% | +12.9% |
| 6M | +23.6% | -2.1% | +25.8% | +23.1% |
| YTD | +11.3% | -21.4% | +32.6% | +14.1% |
| 1Y | +19.9% | -11.0% | +30.9% | +21.9% |
| All | +19.9% | -12.4% | +32.3% | +21.9% |
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