-4.9%
SHOP vs A
+24.4%
-29.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.4% | +6.8% |
| 7D | -9.0% | -2.4% | -6.7% | -7.8% |
| 30D | -4.4% | +3.6% | -8.0% | -6.2% |
| 3M | +24.1% | +27.5% | -3.4% | +9.5% |
| 6M | +20.0% | +58.5% | -38.5% | -5.5% |
| YTD | -4.9% | +31.2% | -36.1% | -16.2% |
| 1Y | -4.9% | +22.2% | -27.1% | -11.0% |
| All | -4.9% | +24.4% | -29.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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