+162.6%
JPM vs SHOP
+108.4%
+54.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.6% | +6.1% | -0.5% |
| 7D | -0.4% | -4.1% | +3.7% | +0.1% |
| 30D | -1.1% | -11.5% | +10.4% | +0.3% |
| 3M | +14.1% | +21.1% | -6.9% | +10.6% |
| 6M | +23.3% | +3.0% | +20.3% | +21.3% |
| YTD | +11.3% | -16.7% | +28.0% | +12.5% |
| 1Y | +23.0% | -8.3% | +31.3% | +22.0% |
| 3Y | +162.6% | +112.8% | +49.7% | +130.9% |
| All | +162.6% | +108.4% | +54.1% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling