+112.8%
SHOP vs EXEL
+160.6%
-47.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -7.1% |
| 7D | -4.1% | +1.4% | -5.5% | -4.3% |
| 30D | -11.5% | +6.7% | -18.2% | -12.7% |
| 3M | +21.1% | +11.5% | +9.6% | +18.4% |
| 6M | +3.0% | +38.8% | -35.8% | -4.4% |
| YTD | -16.7% | +31.6% | -48.3% | -22.0% |
| 1Y | -8.3% | +53.0% | -61.3% | -17.9% |
| 3Y | +112.8% | +160.8% | -48.0% | +70.9% |
| All | +112.8% | +160.6% | -47.8% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling