-4.9%
SHOP vs BAX
+46.0%
-51.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.4% | +6.3% |
| 7D | -9.0% | +4.1% | -13.1% | -10.1% |
| 30D | -4.4% | +9.4% | -13.8% | -6.9% |
| 3M | +24.1% | -6.5% | +30.6% | +25.4% |
| 6M | +20.0% | +59.6% | -39.6% | +4.0% |
| YTD | -4.9% | +38.9% | -43.8% | -11.9% |
| 1Y | -4.9% | +48.0% | -52.9% | -11.4% |
| All | -4.9% | +46.0% | -51.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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