-9.3%
SHOP vs DIA
+64.1%
-73.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.4% | -5.0% |
| 7D | -4.1% | +0.1% | -4.1% | -4.0% |
| 30D | -11.5% | -2.1% | -9.5% | -7.0% |
| 3M | +21.1% | +4.2% | +16.9% | +10.6% |
| 6M | +3.0% | +11.9% | -8.9% | -20.5% |
| YTD | -16.7% | +10.8% | -27.5% | -34.2% |
| 1Y | -8.3% | +17.5% | -25.8% | -36.4% |
| 3Y | +112.8% | +59.9% | +52.9% | -26.1% |
| 5Y | -9.3% | +64.1% | -73.4% | -67.4% |
| All | -9.3% | +64.1% | -73.4% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling