+151.9%
SHOP vs ADI
+144.0%
+7.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.6% | -6.4% | -2.1% |
| 7D | -2.7% | -4.4% | +1.7% | -1.0% |
| 30D | -11.0% | -2.8% | -8.2% | -10.3% |
| 3M | +0.3% | +1.5% | -1.2% | -1.5% |
| 6M | +37.7% | -4.7% | +42.4% | +36.1% |
| YTD | -5.5% | +46.8% | -52.4% | -32.0% |
| 1Y | -0.2% | +74.9% | -75.1% | -36.7% |
| 3Y | +151.9% | +147.4% | +4.4% | +22.2% |
| All | +151.9% | +144.0% | +7.9% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling