0.0%
SHOP vs BA
-8.9%
+8.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.8% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | +0.6% | -11.6% | +12.2% | +3.8% |
| 3M | +25.0% | -2.4% | +27.4% | +25.7% |
| 6M | +11.9% | -6.6% | +18.5% | +10.9% |
| YTD | -9.9% | -2.2% | -7.6% | -12.7% |
| 1Y | 0.0% | -8.0% | +8.0% | -7.3% |
| All | 0.0% | -8.9% | +8.9% | -7.3% |
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