-4.9%
SHOP vs ALL
+42.7%
-47.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +7.6% |
| 7D | -9.0% | +7.5% | -16.6% | -8.2% |
| 30D | -4.4% | +19.7% | -24.2% | -2.2% |
| 3M | +24.1% | +2.9% | +21.2% | +25.4% |
| 6M | +20.0% | +23.5% | -3.6% | +29.6% |
| YTD | -4.9% | +31.1% | -36.1% | +5.2% |
| 1Y | -4.9% | +40.5% | -45.4% | +7.5% |
| All | -4.9% | +42.7% | -47.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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