-5.6%
SHOP vs AA
+10.5%
-16.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | +0.6% | +5.0% | -4.4% | -1.5% |
| 3M | +25.0% | -35.8% | +60.9% | +43.6% |
| 6M | +11.9% | -18.4% | +30.3% | +15.2% |
| YTD | -9.9% | -5.5% | -4.4% | -13.2% |
| 1Y | 0.0% | +61.0% | -61.0% | -22.5% |
| 3Y | +117.5% | +66.2% | +51.3% | +55.6% |
| All | -5.6% | +10.5% | -16.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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