-6.3%
SHOP vs AS
-3.0%
-3.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.1% |
| 7D | +2.1% | -3.6% | +5.7% | +4.1% |
| 30D | -16.8% | +3.4% | -20.2% | -18.2% |
| 3M | -2.4% | -8.6% | +6.2% | +1.9% |
| 6M | +47.0% | -10.0% | +57.1% | +54.0% |
| YTD | -8.8% | -19.2% | +10.4% | +2.2% |
| 1Y | -6.3% | -3.8% | -2.5% | -2.7% |
| All | -6.3% | -3.0% | -3.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling