-11.2%
SHOP vs CAPR
+172.3%
-183.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.3% |
| 7D | -1.2% | +5.9% | -7.1% | -1.4% |
| 30D | -14.7% | +44.6% | -59.3% | -15.3% |
| 3M | -7.2% | +126.4% | -133.6% | -8.7% |
| 6M | +54.2% | -68.6% | +122.8% | +55.2% |
| YTD | -8.6% | -67.0% | +58.4% | -8.3% |
| 1Y | +0.5% | +65.2% | -64.7% | -7.3% |
| 3Y | +135.9% | +235.6% | -99.6% | +76.6% |
| All | -11.2% | +172.3% | -183.5% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling