-5.6%
SHOP vs AR
+143.7%
-149.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -5.1% | +2.5% | -7.6% | -5.7% |
| 30D | +0.6% | +14.8% | -14.2% | -2.7% |
| 3M | +25.0% | +6.2% | +18.8% | +22.5% |
| 6M | +11.9% | +4.3% | +7.6% | +9.6% |
| YTD | -9.9% | +14.4% | -24.2% | -14.4% |
| 1Y | 0.0% | +21.3% | -21.4% | -7.1% |
| 3Y | +117.5% | +39.8% | +77.7% | +92.7% |
| All | -5.6% | +143.7% | -149.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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