-24.4%
NOW vs SHOP
-0.5%
-23.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.5% |
| 7D | -5.6% | -2.5% | -3.1% | -4.7% |
| 30D | -26.8% | -16.7% | -10.1% | -22.1% |
| 3M | -19.4% | -2.2% | -17.2% | -19.4% |
| 6M | +12.3% | +45.6% | -33.2% | -2.6% |
| YTD | -32.9% | -7.3% | -25.6% | -33.1% |
| 1Y | -40.3% | -6.1% | -34.2% | -41.0% |
| 3Y | -19.1% | +143.3% | -162.4% | -47.4% |
| 5Y | -24.4% | +0.2% | -24.5% | -40.1% |
| All | -24.4% | -0.5% | -23.8% | -40.1% |
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