+41.2%
SHOP vs BUD
+5.3%
+36.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.0% | +3.9% |
| 7D | -5.4% | +4.5% | -9.9% | -6.0% |
| 30D | -10.3% | +12.5% | -22.8% | -12.5% |
| 3M | +1.0% | 0.0% | +1.0% | -1.1% |
| 6M | +41.2% | +3.8% | +37.4% | +42.6% |
| All | +41.2% | +5.3% | +36.0% | +42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling