-4.2%
SHOP vs APA
+70.2%
-74.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +0.9% | +3.1% |
| 7D | -5.4% | -15.5% | +10.1% | -2.7% |
| 30D | -10.3% | +2.4% | -12.7% | -11.0% |
| 3M | +1.0% | +22.8% | -21.8% | -3.8% |
| 6M | +41.2% | +17.9% | +23.3% | +34.4% |
| YTD | -7.5% | +87.7% | -95.2% | -23.3% |
| 1Y | -4.6% | +94.2% | -98.8% | -21.9% |
| 3Y | +146.4% | +27.2% | +119.2% | +111.0% |
| All | -4.2% | +70.2% | -74.4% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling