-5.6%
SHOP vs ALL
+118.4%
-124.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.6% | -1.5% | +2.1% | +0.9% |
| 3M | +25.0% | +23.6% | +1.4% | +18.0% |
| 6M | +11.9% | +22.3% | -10.4% | +5.6% |
| YTD | -9.9% | +26.5% | -36.4% | -16.1% |
| 1Y | 0.0% | +27.0% | -27.0% | -7.5% |
| 3Y | +117.5% | +149.6% | -32.1% | +55.0% |
| All | -5.6% | +118.4% | -124.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling