+130.3%
SHOP vs EXE
+20.6%
+109.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | -5.1% | -0.3% | -4.9% | -5.1% |
| 30D | +0.6% | +8.5% | -7.9% | -1.4% |
| 3M | +25.0% | +5.5% | +19.6% | +23.0% |
| 6M | +11.9% | -5.9% | +17.8% | +13.6% |
| YTD | -9.9% | -9.7% | -0.1% | -7.9% |
| 1Y | 0.0% | +3.6% | -3.6% | -5.4% |
| All | +130.3% | +20.6% | +109.6% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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