-15.7%
SHOP vs CBOE
+146.7%
-162.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -10.6% | -0.8% | -9.9% | -10.5% |
| 30D | -18.3% | +2.7% | -21.0% | -18.5% |
| 3M | +14.8% | +0.7% | +14.1% | +14.4% |
| 6M | -5.0% | -2.0% | -3.1% | -6.2% |
| YTD | -21.2% | +17.1% | -38.4% | -24.7% |
| 1Y | -11.6% | +26.5% | -38.1% | -16.9% |
| 3Y | +101.2% | +96.1% | +5.1% | +39.1% |
| 5Y | -15.7% | +149.3% | -165.0% | -55.4% |
| All | -15.7% | +146.7% | -162.4% | -55.4% |
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