-11.2%
SHOP vs ALL
+161.6%
-172.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -1.2% | +5.0% | -6.3% | -2.5% |
| 30D | -14.7% | +13.3% | -28.1% | -17.7% |
| 3M | -7.2% | +3.2% | -10.4% | -8.2% |
| 6M | +54.2% | +25.3% | +28.8% | +44.2% |
| YTD | -8.6% | +30.5% | -39.1% | -16.1% |
| 1Y | +0.5% | +29.2% | -28.7% | -7.5% |
| 3Y | +135.9% | +119.1% | +16.8% | +74.0% |
| All | -11.2% | +161.6% | -172.8% | -37.5% |
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 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