+8,659.4%
SHOP vs CAPR
-85.2%
+8,744.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +3.5% |
| 7D | -5.4% | +41.1% | -46.5% | -6.3% |
| 30D | -10.3% | +11.1% | -21.4% | -10.7% |
| 3M | +1.0% | +115.3% | -114.3% | -1.7% |
| 6M | +41.2% | -73.8% | +115.0% | +43.2% |
| YTD | -7.5% | -68.8% | +61.3% | -6.9% |
| 1Y | -4.6% | +43.3% | -47.9% | -14.3% |
| 3Y | +146.4% | +214.7% | -68.3% | +103.0% |
| 5Y | -2.5% | +141.3% | -143.8% | -20.8% |
| 10Y | +3,703.6% | -67.0% | +3,770.6% | +2,732.0% |
| All | +8,659.4% | -85.2% | +8,744.6% | +7,681.2% |
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 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