+126.7%
SHOP vs ARM
+197.2%
-70.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -13.1% | +7.0% | -3.0% |
| 7D | -13.9% | -27.1% | +13.3% | -7.6% |
| 30D | -12.6% | -44.9% | +32.3% | -0.2% |
| 3M | -0.3% | -39.3% | +38.9% | +10.0% |
| 6M | +33.6% | -20.2% | +53.7% | +30.1% |
| YTD | -10.7% | +52.5% | -63.2% | -29.8% |
| 1Y | -11.8% | +4.1% | -15.8% | -22.2% |
| 3Y | +133.9% | +211.7% | -77.8% | +26.5% |
| All | +126.7% | +197.2% | -70.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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