+96.1%
SHOP vs BLK
+63.3%
+32.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.8% |
| 7D | -13.2% | -5.2% | -8.0% | -8.2% |
| 30D | -17.0% | -7.0% | -10.0% | -10.4% |
| 3M | +17.0% | +5.7% | +11.3% | +9.3% |
| 6M | -2.1% | +11.0% | -13.1% | -14.9% |
| YTD | -21.4% | +0.9% | -22.2% | -23.7% |
| 1Y | -11.0% | -1.6% | -9.4% | -11.7% |
| All | +96.1% | +63.3% | +32.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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