+120.5%
SHOP vs ACWI
+76.1%
+44.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | +0.5% | -5.6% | -6.0% |
| 30D | +0.6% | +0.9% | -0.3% | -1.0% |
| 3M | +25.0% | +2.4% | +22.6% | +18.4% |
| 6M | +11.9% | +12.4% | -0.5% | -15.1% |
| YTD | -9.9% | +15.2% | -25.0% | -35.3% |
| 1Y | 0.0% | +22.7% | -22.8% | -37.5% |
| All | +120.5% | +76.1% | +44.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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