-11.2%
SHOP vs CBOE
+202.6%
-213.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | -1.2% | +6.3% | -7.5% | -1.7% |
| 30D | -14.7% | +24.9% | -39.7% | -16.4% |
| 3M | -7.2% | +28.5% | -35.7% | -9.4% |
| 6M | +54.2% | +2.9% | +51.3% | +54.0% |
| YTD | -8.6% | +50.7% | -59.3% | -14.5% |
| 1Y | +0.5% | +45.5% | -45.0% | -5.4% |
| 3Y | +135.9% | +116.3% | +19.6% | +82.2% |
| All | -11.2% | +202.6% | -213.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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