-4.6%
SHOP vs COMP
+16.2%
-20.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.7% | -7.1% | +0.5% |
| 7D | -5.4% | +13.4% | -18.9% | -8.8% |
| 30D | -10.3% | +11.1% | -21.4% | -13.3% |
| 3M | +1.0% | -18.8% | +19.8% | +6.4% |
| 6M | +41.2% | +10.5% | +30.7% | +36.7% |
| YTD | -7.5% | -3.4% | -4.1% | -3.6% |
| 1Y | -4.6% | +19.7% | -24.3% | -6.3% |
| All | -4.6% | +16.2% | -20.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling