-5.6%
SHOP vs COMP
-31.2%
+25.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | +1.4% | -6.5% | -5.5% |
| 30D | +0.6% | -13.3% | +13.9% | +5.5% |
| 3M | +25.0% | +41.1% | -16.1% | +10.5% |
| 6M | +11.9% | +17.2% | -5.3% | +2.3% |
| YTD | -9.9% | +5.2% | -15.1% | -15.0% |
| 1Y | 0.0% | +18.9% | -19.0% | -11.2% |
| 3Y | +117.5% | +215.9% | -98.4% | +17.6% |
| All | -5.6% | -31.2% | +25.6% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling