+146.4%
SHOP vs B
+165.5%
-19.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | -5.4% | +9.6% | -15.0% | -7.3% |
| 30D | -10.3% | +3.5% | -13.8% | -11.0% |
| 3M | +1.0% | -1.6% | +2.6% | +1.0% |
| 6M | +41.2% | -1.7% | +42.9% | +40.6% |
| YTD | -7.5% | -5.3% | -2.2% | -7.4% |
| 1Y | -4.6% | +27.2% | -31.8% | -8.8% |
| 3Y | +146.4% | +166.1% | -19.7% | +108.9% |
| All | +146.4% | +165.5% | -19.0% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling