-8.3%
SHOP vs ALM
+347.8%
-356.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.8% | -16.4% | -7.9% |
| 7D | -4.1% | +8.4% | -12.5% | -4.4% |
| 30D | -11.5% | +34.8% | -46.4% | -12.7% |
| 3M | +21.1% | +16.2% | +4.8% | +19.9% |
| 6M | +3.0% | +2.1% | +0.9% | +1.6% |
| YTD | -16.7% | +117.0% | -133.7% | -21.9% |
| 1Y | -8.3% | +313.9% | -322.1% | -19.0% |
| All | -8.3% | +347.8% | -356.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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