-8.3%
SHOP vs CAPR
+35.6%
-43.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.6% | -4.0% | -7.6% |
| 7D | -4.1% | -9.5% | +5.4% | -4.1% |
| 30D | -11.5% | +121.5% | -133.0% | -11.4% |
| 3M | +21.1% | -65.4% | +86.4% | +21.3% |
| 6M | +3.0% | -67.5% | +70.5% | +3.3% |
| YTD | -16.7% | -68.6% | +51.9% | -16.5% |
| 1Y | -8.3% | +42.7% | -51.0% | -4.1% |
| All | -8.3% | +35.6% | -43.9% | -4.1% |
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