+135.9%
SHOP vs EW
+62.8%
+73.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -1.2% | +4.9% | -6.1% | -2.8% |
| 30D | -14.7% | +23.9% | -38.7% | -20.5% |
| 3M | -7.2% | +15.8% | -23.0% | -11.6% |
| 6M | +54.2% | +31.7% | +22.5% | +41.1% |
| YTD | -8.6% | +25.7% | -34.3% | -15.3% |
| 1Y | +0.5% | +24.4% | -23.9% | -6.6% |
| 3Y | +135.9% | +65.9% | +70.1% | +107.4% |
| All | +135.9% | +62.8% | +73.2% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling