-6.3%
SHOP vs EW
+24.1%
-30.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.1% | +4.9% | -2.8% | -0.6% |
| 30D | -16.8% | +24.1% | -40.9% | -26.5% |
| 3M | -2.4% | +13.7% | -16.1% | -9.5% |
| 6M | +47.0% | +32.7% | +14.3% | +25.1% |
| YTD | -8.8% | +24.1% | -32.9% | -18.7% |
| 1Y | -6.3% | +23.6% | -29.9% | -16.1% |
| All | -6.3% | +24.1% | -30.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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