-2.9%
SHOP vs ACWI
+54.8%
-57.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | -5.4% | -2.4% | -3.1% | +0.3% |
| 30D | -10.3% | -5.2% | -5.1% | +2.4% |
| 3M | +1.0% | -4.8% | +5.8% | +14.6% |
| 6M | +41.2% | -1.3% | +42.5% | +44.2% |
| YTD | -7.5% | +8.4% | -15.9% | -26.0% |
| 1Y | -4.6% | +11.0% | -15.6% | -28.1% |
| 3Y | +146.4% | +70.6% | +75.9% | -37.0% |
| All | -2.9% | +54.8% | -57.7% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling