-6.1%
SHOP vs ADI
+78.9%
-85.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +1.3% |
| 7D | -2.5% | +0.7% | -3.2% | -2.7% |
| 30D | -16.7% | +0.7% | -17.4% | -16.9% |
| 3M | -2.2% | +6.5% | -8.7% | -2.9% |
| 6M | +45.6% | -2.7% | +48.2% | +45.4% |
| YTD | -7.3% | +52.2% | -59.5% | -28.3% |
| 1Y | -6.1% | +77.5% | -83.5% | -35.8% |
| All | -6.1% | +78.9% | -85.0% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling