-9.3%
SHOP vs ADI
+141.2%
-150.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.3% | -7.8% | -7.8% |
| 7D | -4.1% | +2.4% | -6.5% | -6.0% |
| 30D | -11.5% | -6.6% | -5.0% | -6.8% |
| 3M | +21.1% | -9.8% | +30.9% | +27.6% |
| 6M | +3.0% | +15.7% | -12.7% | -17.8% |
| YTD | -16.7% | +35.1% | -51.8% | -43.6% |
| 1Y | -8.3% | +47.7% | -56.0% | -43.4% |
| 3Y | +112.8% | +114.5% | -1.6% | -21.5% |
| 5Y | -9.3% | +141.2% | -150.5% | -70.0% |
| All | -9.3% | +141.2% | -150.4% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling