-5.6%
SHOP vs ARWR
+28.5%
-34.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | +1.7% | -6.8% | -5.6% |
| 30D | +0.6% | -0.7% | +1.2% | +0.7% |
| 3M | +25.0% | +14.9% | +10.2% | +17.0% |
| 6M | +11.9% | +32.6% | -20.7% | -1.5% |
| YTD | -9.9% | +30.0% | -39.9% | -20.8% |
| 1Y | 0.0% | +208.4% | -208.4% | -38.2% |
| 3Y | +117.5% | +208.8% | -91.3% | +10.4% |
| All | -5.6% | +28.5% | -34.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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