-15.7%
SHOP vs ACI
-43.7%
+28.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -5.2% |
| 7D | -10.6% | -5.0% | -5.6% | -10.1% |
| 30D | -18.3% | -2.3% | -16.0% | -18.0% |
| 3M | +14.8% | -23.2% | +38.0% | +17.2% |
| 6M | -5.0% | -29.5% | +24.4% | -2.6% |
| YTD | -21.2% | -28.6% | +7.4% | -19.7% |
| 1Y | -11.6% | -34.0% | +22.4% | -9.1% |
| 3Y | +101.2% | -45.0% | +146.2% | +110.9% |
| 5Y | -15.7% | -44.0% | +28.3% | -15.8% |
| All | -15.7% | -43.7% | +28.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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