-5.6%
SHOP vs D
+5.6%
-11.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -5.1% | +1.5% | -6.6% | -5.3% |
| 30D | +0.6% | -2.6% | +3.2% | +1.0% |
| 3M | +25.0% | 0.0% | +25.0% | +24.8% |
| 6M | +11.9% | +7.4% | +4.6% | +9.9% |
| YTD | -9.9% | +15.9% | -25.7% | -13.0% |
| 1Y | 0.0% | +18.1% | -18.2% | -4.1% |
| 3Y | +117.5% | +58.4% | +59.1% | +85.8% |
| All | -5.6% | +5.6% | -11.2% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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