-5.6%
SHOP vs B
+153.8%
-159.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 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% | -11.6% |
| 1Y | 0.0% | +67.8% | -67.8% | -10.7% |
| 3Y | +117.5% | +196.7% | -79.2% | +70.3% |
| All | -5.6% | +153.8% | -159.4% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling