-5.6%
SHOP vs ALC
-16.0%
+10.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +1.2% |
| 7D | -5.1% | -2.1% | -3.0% | -3.5% |
| 30D | +0.6% | -0.1% | +0.7% | +0.4% |
| 3M | +25.0% | +5.9% | +19.1% | +18.3% |
| 6M | +11.9% | -15.9% | +27.8% | +26.6% |
| YTD | -9.9% | -10.1% | +0.2% | -3.8% |
| 1Y | 0.0% | -10.2% | +10.2% | +6.7% |
| 3Y | +117.5% | -13.6% | +131.0% | +121.9% |
| All | -5.6% | -16.0% | +10.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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