+137.9%
SHOP vs COMP
+309.8%
-171.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.2% | +2.1% | -4.0% |
| 7D | -13.9% | -1.8% | -12.1% | -13.4% |
| 30D | -12.6% | -0.8% | -11.8% | -12.7% |
| 3M | -0.3% | -28.1% | +27.8% | +7.6% |
| 6M | +33.6% | +27.0% | +6.6% | +24.0% |
| YTD | -10.7% | -12.8% | +2.1% | -9.7% |
| 1Y | -11.8% | +4.9% | -16.7% | -14.8% |
| All | +137.9% | +309.8% | -171.9% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling