-4.6%
SHOP vs BA
-12.5%
+7.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -5.4% | +1.1% | -6.5% | -5.6% |
| 30D | -10.3% | -7.9% | -2.4% | -8.6% |
| 3M | +1.0% | -25.3% | +26.3% | +8.2% |
| 6M | +41.2% | -24.6% | +65.8% | +49.5% |
| YTD | -7.5% | -20.1% | +12.6% | -7.1% |
| 1Y | -4.6% | -11.8% | +7.2% | -8.0% |
| All | -4.6% | -12.5% | +7.9% | -8.0% |
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