-11.2%
SHOP vs ALB
-64.0%
+52.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | -1.2% | -5.8% | +4.5% | +0.9% |
| 30D | -14.7% | -4.5% | -10.2% | -13.4% |
| 3M | -7.2% | -28.1% | +20.9% | +3.2% |
| 6M | +54.2% | -53.2% | +107.4% | +98.2% |
| YTD | -8.6% | -33.3% | +24.7% | -2.1% |
| 1Y | +0.5% | -17.4% | +17.9% | -2.1% |
| 3Y | +135.9% | -14.1% | +150.1% | +90.4% |
| All | -11.2% | -64.0% | +52.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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