+0.4%
SHOP vs BLK
+19.1%
-18.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -6.7% |
| 7D | -4.1% | -2.4% | -1.7% | -3.1% |
| 30D | -11.5% | -3.1% | -8.4% | -10.1% |
| 3M | +21.1% | +10.7% | +10.4% | +16.4% |
| All | +0.4% | +19.1% | -18.7% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling