+627.0%
JPM vs SHOP
+8,434.7%
-7,807.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +0.3% | -5.1% | +5.4% | +0.8% |
| 30D | -0.2% | +0.6% | -0.8% | -0.3% |
| 3M | +15.9% | +25.0% | -9.2% | +12.5% |
| 6M | +20.9% | +11.9% | +9.0% | +18.2% |
| YTD | +12.9% | -9.9% | +22.7% | +12.6% |
| 1Y | +20.3% | 0.0% | +20.3% | +18.3% |
| 3Y | +160.9% | +117.5% | +43.4% | +129.6% |
| 5Y | +154.8% | -6.6% | +161.5% | +128.0% |
| 10Y | +591.1% | +3,320.3% | -2,729.2% | +320.1% |
| All | +627.0% | +8,434.7% | -7,807.7% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling