-4.3%
SHOP vs CAPR
+64.2%
-68.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.4% | -7.3% | +2.1% |
| 7D | -2.7% | +36.0% | -38.7% | -2.6% |
| 30D | -11.0% | +25.8% | -36.8% | -11.0% |
| 3M | +0.3% | +140.8% | -140.5% | +0.4% |
| 6M | +37.7% | -67.6% | +105.3% | +38.2% |
| YTD | -5.5% | -65.9% | +60.3% | -5.3% |
| All | -4.3% | +64.2% | -68.5% | -5.3% |
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