-4.9%
SHOP vs BR
-14.2%
+9.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +5.6% |
| 7D | -9.0% | +7.0% | -16.0% | -12.5% |
| 30D | -4.4% | +19.0% | -23.4% | -14.2% |
| 3M | +24.1% | +13.1% | +11.0% | +14.9% |
| 6M | +20.0% | +24.6% | -4.7% | +3.6% |
| YTD | -4.9% | -13.6% | +8.7% | -4.1% |
| 1Y | -4.9% | -13.1% | +8.2% | -4.2% |
| All | -4.9% | -14.2% | +9.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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