+151.7%
JPM vs SHOP
-10.1%
+161.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.8% |
| 6M | +23.3% | +3.0% | +20.3% | +21.3% |
| YTD | +11.3% | -16.7% | +28.0% | +12.1% |
| 1Y | +23.0% | -8.3% | +31.3% | +21.9% |
| 3Y | +162.6% | +112.8% | +49.7% | +127.2% |
| All | +151.7% | -10.1% | +161.7% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling