+0.5%
SHOP vs COST
+21.4%
-20.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.4% |
| 7D | -1.2% | +5.0% | -6.2% | -0.6% |
| 30D | -14.7% | +12.8% | -27.5% | -13.2% |
| 3M | -7.2% | +15.2% | -22.4% | -5.6% |
| 6M | +54.2% | +7.4% | +46.8% | +52.9% |
| YTD | -8.6% | +29.0% | -37.7% | -11.5% |
| 1Y | +0.5% | +20.3% | -19.8% | -3.3% |
| All | +0.5% | +21.4% | -20.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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