+96.1%
SHOP vs BNS
+129.0%
-32.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.8% |
| 7D | -13.2% | -2.2% | -11.0% | -11.4% |
| 30D | -17.0% | +4.5% | -21.5% | -20.3% |
| 3M | +17.0% | +14.9% | +2.1% | +2.4% |
| 6M | -2.1% | +32.5% | -34.6% | -25.8% |
| YTD | -21.4% | +28.6% | -50.0% | -38.5% |
| 1Y | -11.0% | +48.4% | -59.3% | -39.4% |
| All | +96.1% | +129.0% | -32.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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