+8,434.7%
SHOP vs A
+289.2%
+8,145.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.0% |
| 7D | -5.1% | -1.9% | -3.2% | -3.6% |
| 30D | +0.6% | +6.9% | -6.3% | -4.8% |
| 3M | +25.0% | +9.2% | +15.8% | +15.8% |
| 6M | +11.9% | +25.7% | -13.8% | -9.2% |
| YTD | -9.9% | +11.5% | -21.4% | -19.6% |
| 1Y | 0.0% | +18.4% | -18.4% | -15.6% |
| 3Y | +117.5% | +26.6% | +90.9% | +64.1% |
| 5Y | -6.6% | -12.8% | +6.2% | -1.9% |
| 10Y | +3,320.3% | +247.2% | +3,073.1% | +1,162.5% |
| All | +8,434.7% | +289.2% | +8,145.5% | +2,340.9% |
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