-0.5%
SHOP vs ACWI
+59.2%
-59.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.5% |
| 7D | +2.8% | -0.2% | +3.0% | +3.3% |
| 30D | -14.2% | -3.3% | -10.9% | -6.8% |
| 3M | -5.5% | -3.4% | -2.1% | +3.3% |
| 6M | +32.8% | +0.8% | +32.0% | +29.0% |
| YTD | -8.9% | +10.7% | -19.6% | -30.9% |
| 1Y | -7.7% | +11.6% | -19.3% | -31.2% |
| 3Y | +139.0% | +73.4% | +65.6% | -41.1% |
| 5Y | -0.5% | +60.2% | -60.7% | -63.3% |
| All | -0.5% | +59.2% | -59.7% | -63.3% |
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