+135.9%
SHOP vs APA
+45.9%
+90.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -1.2% | +8.5% | -9.8% | -2.2% |
| 30D | -14.7% | +2.8% | -17.5% | -15.2% |
| 3M | -7.2% | +21.7% | -28.9% | -10.2% |
| 6M | +54.2% | +32.6% | +21.6% | +46.4% |
| YTD | -8.6% | +103.7% | -112.3% | -24.4% |
| 1Y | +0.5% | +101.8% | -101.3% | -16.8% |
| 3Y | +135.9% | +48.1% | +87.9% | +85.4% |
| All | +135.9% | +45.9% | +90.0% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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