-9.3%
SHOP vs DG
-37.3%
+28.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.0% | -3.6% | -6.9% |
| 7D | -4.1% | -2.5% | -1.6% | -3.7% |
| 30D | -11.5% | +1.0% | -12.5% | -11.7% |
| 3M | +21.1% | +20.3% | +0.7% | +17.7% |
| 6M | +3.0% | -11.7% | +14.7% | +3.9% |
| YTD | -16.7% | -2.3% | -14.4% | -17.1% |
| 1Y | -8.3% | +20.0% | -28.3% | -11.2% |
| 3Y | +112.8% | +7.2% | +105.6% | +104.8% |
| 5Y | -9.3% | -37.9% | +28.7% | +6.1% |
| All | -9.3% | -37.3% | +28.0% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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