-4.9%
SHOP vs EXEL
+92.4%
-97.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.3% |
| 7D | -9.0% | +9.8% | -18.8% | -9.2% |
| 30D | -4.4% | +23.6% | -28.0% | -5.0% |
| 3M | +24.1% | +29.9% | -5.8% | +23.2% |
| 6M | +20.0% | +64.7% | -44.7% | +19.6% |
| YTD | -4.9% | +66.0% | -70.9% | -6.8% |
| 1Y | -4.9% | +92.0% | -96.9% | -11.6% |
| All | -4.9% | +92.4% | -97.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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