-11.2%
SHOP vs EXC
+41.3%
-52.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | -14.7% | +8.6% | -23.3% | -15.2% |
| 3M | -7.2% | +2.4% | -9.6% | -7.4% |
| 6M | +54.2% | +6.5% | +47.7% | +53.2% |
| YTD | -8.6% | +9.0% | -17.7% | -9.8% |
| 1Y | +0.5% | +4.6% | -4.1% | -0.1% |
| 3Y | +135.9% | +33.5% | +102.5% | +115.6% |
| All | -11.2% | +41.3% | -52.5% | -21.4% |
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