+135.9%
SHOP vs ALL
+117.7%
+18.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -1.2% | +5.0% | -6.3% | -1.7% |
| 30D | -14.7% | +13.3% | -28.1% | -15.8% |
| 3M | -7.2% | +3.2% | -10.4% | -7.3% |
| 6M | +54.2% | +25.3% | +28.8% | +51.2% |
| YTD | -8.6% | +30.5% | -39.1% | -11.1% |
| 1Y | +0.5% | +29.2% | -28.7% | -2.0% |
| 3Y | +135.9% | +119.1% | +16.8% | +142.3% |
| All | +135.9% | +117.7% | +18.2% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling