+8,524.1%
SHOP vs A
+359.6%
+8,164.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.6% |
| 7D | +2.8% | +1.4% | +1.5% | +1.9% |
| 30D | -14.2% | +4.3% | -18.5% | -17.1% |
| 3M | -5.5% | +19.8% | -25.3% | -18.4% |
| 6M | +32.8% | +54.4% | -21.6% | -7.7% |
| YTD | -8.9% | +31.7% | -40.6% | -28.8% |
| 1Y | -7.7% | +22.4% | -30.2% | -23.4% |
| 3Y | +139.0% | +67.7% | +71.3% | +42.4% |
| 5Y | -0.5% | +15.7% | -16.3% | -16.4% |
| 10Y | +3,557.0% | +308.7% | +3,248.3% | +1,086.6% |
| All | +8,524.1% | +359.6% | +8,164.5% | +2,059.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling