+139.0%
SHOP vs BAX
-15.3%
+154.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +2.8% | +3.6% | -0.8% | +1.9% |
| 30D | -14.2% | +8.5% | -22.7% | -16.4% |
| 3M | -5.5% | -4.9% | -0.7% | -4.4% |
| 6M | +32.8% | +47.0% | -14.2% | +17.1% |
| YTD | -8.9% | +38.4% | -47.4% | -19.0% |
| 1Y | -7.7% | +49.1% | -56.9% | -20.0% |
| 3Y | +139.0% | -14.9% | +153.9% | +132.4% |
| All | +139.0% | -15.3% | +154.4% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling