-2.9%
SHOP vs ALM
+396.4%
-399.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.5% |
| 7D | -5.4% | -6.7% | +1.2% | -5.1% |
| 30D | -10.3% | -32.9% | +22.6% | -8.4% |
| 3M | +1.0% | -39.5% | +40.5% | +3.3% |
| 6M | +41.2% | -62.0% | +103.2% | +47.5% |
| YTD | -7.5% | -7.8% | +0.3% | -9.5% |
| 1Y | -4.6% | +26.7% | -31.3% | -8.8% |
| 3Y | +146.4% | +825.4% | -678.9% | +100.0% |
| All | -2.9% | +396.4% | -399.3% | -20.7% |
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