+146.4%
SHOP vs DIA
+57.6%
+88.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.4% |
| 7D | -5.4% | -0.9% | -4.5% | -3.4% |
| 30D | -10.3% | +0.3% | -10.6% | -10.4% |
| 3M | +1.0% | -4.5% | +5.5% | +11.4% |
| 6M | +41.2% | +3.4% | +37.9% | +33.0% |
| YTD | -7.5% | +7.8% | -15.3% | -20.2% |
| 1Y | -4.6% | +10.7% | -15.3% | -22.1% |
| 3Y | +146.4% | +57.5% | +88.9% | +13.8% |
| All | +146.4% | +57.6% | +88.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 3y: compounded portfolio wealth divided by compounded DIA 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…
3y analysis · Full analysis span regression · 6 months rolling