-4.9%
SHOP vs CAPR
+47.4%
-52.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.3% | -0.9% | +7.3% |
| 7D | -9.0% | +43.2% | -52.2% | -9.0% |
| 30D | -4.4% | +14.7% | -19.1% | -4.4% |
| 3M | +24.1% | +113.9% | -89.8% | +24.3% |
| 6M | +20.0% | -73.4% | +93.3% | +20.4% |
| YTD | -4.9% | -69.1% | +64.2% | -4.7% |
| 1Y | -4.9% | +47.2% | -52.1% | -6.1% |
| All | -4.9% | +47.4% | -52.4% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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