-4.9%
SHOP vs BUD
+38.4%
-43.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +7.9% |
| 7D | -9.0% | +3.3% | -12.4% | -8.3% |
| 30D | -4.4% | +11.8% | -16.3% | -1.5% |
| 3M | +24.1% | -1.1% | +25.2% | +21.6% |
| 6M | +20.0% | +14.9% | +5.1% | +29.6% |
| YTD | -4.9% | +32.6% | -37.5% | -2.1% |
| 1Y | -4.9% | +37.2% | -42.1% | -4.3% |
| All | -4.9% | +38.4% | -43.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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