-12.1%
SHOP vs C
+112.9%
-125.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | +2.1% | +4.7% | -2.6% | -1.9% |
| 30D | -16.8% | +0.2% | -17.0% | -16.9% |
| 3M | -2.4% | -9.3% | +6.9% | +5.8% |
| 6M | +47.0% | -0.8% | +47.9% | +44.7% |
| YTD | -8.8% | +8.5% | -17.3% | -18.5% |
| 1Y | -6.3% | +23.1% | -29.4% | -25.7% |
| 3Y | +139.3% | +220.8% | -81.5% | -29.2% |
| 5Y | -12.1% | +112.4% | -124.5% | -60.9% |
| All | -12.1% | +112.9% | -125.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 5y: compounded portfolio wealth divided by compounded C 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…
5y analysis · Full analysis span regression · 6 months rolling