-4.9%
SHOP vs BA
-12.3%
+7.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.1% | +5.2% | +6.8% |
| 7D | -9.0% | +5.9% | -14.9% | -10.2% |
| 30D | -4.4% | -8.2% | +3.7% | -2.6% |
| 3M | +24.1% | -25.4% | +49.5% | +32.9% |
| 6M | +20.0% | -20.0% | +40.0% | +25.3% |
| YTD | -4.9% | -18.5% | +13.5% | -5.2% |
| 1Y | -4.9% | -10.6% | +5.7% | -8.8% |
| All | -4.9% | -12.3% | +7.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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