+24.4%
SHOP vs COMP
-56.6%
+81.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -8.2% | +2.1% | -3.3% |
| 7D | -13.9% | -1.8% | -12.1% | -13.3% |
| 30D | -12.6% | -0.8% | -11.8% | -12.8% |
| 3M | -0.3% | -28.1% | +27.8% | +10.5% |
| 6M | +33.6% | +27.0% | +6.6% | +19.0% |
| YTD | -10.7% | -12.8% | +2.1% | -10.8% |
| 1Y | -11.8% | +4.9% | -16.7% | -17.6% |
| 3Y | +133.9% | +321.0% | -187.2% | +13.8% |
| 5Y | -5.9% | -25.6% | +19.7% | -25.9% |
| All | +24.4% | -56.6% | +81.0% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling