-6.3%
SHOP vs CAPR
+65.7%
-72.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.7% | +7.1% | -1.7% |
| 7D | +2.1% | +19.1% | -17.0% | +2.1% |
| 30D | -16.8% | +48.8% | -65.7% | -16.8% |
| 3M | -2.4% | +144.4% | -146.8% | -2.3% |
| 6M | +47.0% | -67.5% | +114.5% | +47.5% |
| YTD | -8.8% | -64.5% | +55.7% | -8.6% |
| 1Y | -6.3% | +74.4% | -80.7% | -7.1% |
| All | -6.3% | +65.7% | -72.0% | -7.1% |
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