+120.5%
SHOP vs B
+198.7%
-78.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | +0.6% | +9.4% | -8.8% | -1.3% |
| 3M | +25.0% | +5.0% | +20.1% | +23.4% |
| 6M | +11.9% | -3.5% | +15.5% | +11.6% |
| YTD | -9.9% | +4.5% | -14.3% | -11.4% |
| 1Y | 0.0% | +67.8% | -67.8% | -8.9% |
| All | +120.5% | +198.7% | -78.2% | +75.7% |
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