-6.3%
SHOP vs B
+19.3%
-25.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.4% |
| 7D | -5.4% | +9.6% | -15.0% | -7.9% |
| 30D | -10.3% | +3.5% | -13.8% | -11.3% |
| 3M | +1.0% | -1.6% | +2.6% | +0.9% |
| 6M | +41.2% | -1.7% | +42.9% | +40.0% |
| YTD | -7.5% | -5.3% | -2.2% | -7.8% |
| All | -6.3% | +19.3% | -25.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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