+8,434.7%
SHOP vs CAPR
-84.5%
+8,519.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -5.1% | -2.0% | -3.1% | -5.1% |
| 30D | +0.6% | +139.2% | -138.6% | -2.2% |
| 3M | +25.0% | -66.4% | +91.4% | +26.1% |
| 6M | +11.9% | -63.1% | +75.0% | +12.5% |
| YTD | -9.9% | -67.4% | +57.6% | -9.2% |
| 1Y | 0.0% | +58.2% | -58.3% | -10.6% |
| 3Y | +117.5% | +42.2% | +75.3% | +85.1% |
| 5Y | -6.6% | +87.3% | -93.9% | -23.3% |
| 10Y | +3,320.3% | -75.3% | +3,395.6% | +2,483.1% |
| All | +8,434.7% | -84.5% | +8,519.2% | +7,487.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling