-5.6%
SHOP vs APA
+156.4%
-162.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.6% | +0.1% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | +0.6% | +23.4% | -22.8% | -3.7% |
| 3M | +25.0% | +12.7% | +12.3% | +21.1% |
| 6M | +11.9% | +39.4% | -27.5% | +1.3% |
| YTD | -9.9% | +79.0% | -88.8% | -24.0% |
| 1Y | 0.0% | +88.8% | -88.9% | -17.8% |
| 3Y | +117.5% | +6.4% | +111.1% | +95.5% |
| All | -5.6% | +156.4% | -162.0% | -35.3% |
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