-5.6%
SHOP vs EXC
+47.1%
-52.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.5% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +0.6% | -3.7% | +4.3% | +0.9% |
| 3M | +25.0% | -1.3% | +26.3% | +25.1% |
| 6M | +11.9% | -9.7% | +21.6% | +13.0% |
| YTD | -9.9% | +2.9% | -12.8% | -10.7% |
| 1Y | 0.0% | +4.4% | -4.4% | -1.3% |
| 3Y | +117.5% | +22.2% | +95.3% | +102.3% |
| All | -5.6% | +47.1% | -52.7% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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