-7.8%
SHOP vs AS
+5.4%
-13.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.7% | -2.6% |
| 7D | +2.8% | +4.5% | -1.7% | +0.7% |
| 30D | -14.2% | +13.2% | -27.4% | -19.5% |
| 3M | -5.5% | -11.9% | +6.4% | +0.4% |
| 6M | +32.8% | -11.6% | +44.4% | +40.3% |
| YTD | -8.9% | -14.7% | +5.8% | -1.0% |
| All | -7.8% | +5.4% | -13.1% | -7.3% |
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