-5.6%
SHOP vs ALM
+951.0%
-956.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -5.1% | -2.6% | -2.5% | -5.0% |
| 30D | +0.6% | +32.0% | -31.4% | -1.2% |
| 3M | +25.0% | -15.0% | +40.1% | +25.6% |
| 6M | +11.9% | -10.1% | +22.0% | +11.1% |
| YTD | -9.9% | +99.4% | -109.3% | -15.4% |
| 1Y | 0.0% | +316.4% | -316.4% | -11.5% |
| 3Y | +117.5% | +2,022.0% | -1,904.5% | +64.4% |
| All | -5.6% | +951.0% | -956.6% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling