-6.1%
SHOP vs CAPR
+90.5%
-96.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +26.5% | -24.7% | +1.8% |
| 7D | -2.5% | +25.8% | -28.2% | -2.5% |
| 30D | -16.7% | +50.2% | -66.9% | -16.7% |
| 3M | -2.2% | +185.5% | -187.7% | -2.1% |
| 6M | +45.6% | -64.8% | +110.4% | +46.1% |
| YTD | -7.3% | -61.1% | +53.8% | -7.1% |
| 1Y | -6.1% | +81.0% | -87.1% | -6.9% |
| All | -6.1% | +90.5% | -96.6% | -6.9% |
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