+151.9%
SHOP vs A
+67.3%
+84.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +0.3% |
| 7D | -2.7% | +4.8% | -7.4% | -5.3% |
| 30D | -11.0% | +5.6% | -16.6% | -13.7% |
| 3M | +0.3% | +23.6% | -23.3% | -11.0% |
| 6M | +37.7% | +56.4% | -18.6% | +6.5% |
| YTD | -5.5% | +33.4% | -38.9% | -20.3% |
| 1Y | -0.2% | +23.7% | -23.9% | -11.8% |
| 3Y | +151.9% | +71.0% | +80.9% | +98.1% |
| All | +151.9% | +67.3% | +84.6% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling