0.0%
SHOP vs BAX
+9.9%
-10.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.8% |
| 7D | -5.1% | -1.1% | -4.0% | -4.8% |
| 30D | +0.6% | -5.5% | +6.0% | +2.0% |
| 3M | +25.0% | +33.5% | -8.5% | +13.9% |
| 6M | +11.9% | +35.9% | -23.9% | +0.3% |
| YTD | -9.9% | +35.4% | -45.2% | -18.6% |
| 1Y | 0.0% | +9.8% | -9.8% | -2.9% |
| All | 0.0% | +9.9% | -10.0% | -2.9% |
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