+99.5%
SHOP vs ANET
+302.4%
-202.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | -0.6% |
| 7D | -11.2% | +3.0% | -14.2% | -12.4% |
| 30D | -14.4% | -5.2% | -9.2% | -12.8% |
| 3M | +16.6% | +27.6% | -11.0% | +2.0% |
| 6M | -0.6% | +44.4% | -45.0% | -19.7% |
| YTD | -20.0% | +52.3% | -72.3% | -37.6% |
| 1Y | -11.2% | +30.4% | -41.6% | -26.0% |
| 3Y | +99.5% | +313.3% | -213.8% | -0.9% |
| All | +99.5% | +302.4% | -202.9% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 3y: compounded portfolio wealth divided by compounded ANET 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…
3y analysis · Full analysis span regression · 6 months rolling