-7.7%
SHOP vs ALL
+32.6%
-40.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -3.2% |
| 7D | +2.8% | -0.1% | +3.0% | +2.9% |
| 30D | -14.2% | +13.8% | -28.0% | -12.8% |
| 3M | -5.5% | -2.8% | -2.8% | -5.0% |
| 6M | +32.8% | +23.7% | +9.1% | +43.9% |
| YTD | -8.9% | +27.3% | -36.2% | +0.2% |
| 1Y | -7.7% | +30.5% | -38.3% | +1.9% |
| All | -7.7% | +32.6% | -40.3% | +1.9% |
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