+151.9%
SHOP vs EXEL
+244.2%
-92.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.4% |
| 7D | -2.7% | +2.3% | -5.0% | -3.1% |
| 30D | -11.0% | +19.8% | -30.8% | -14.5% |
| 3M | +0.3% | +32.7% | -32.4% | -5.9% |
| 6M | +37.7% | +49.0% | -11.2% | +25.6% |
| YTD | -5.5% | +63.7% | -69.2% | -16.8% |
| 1Y | -0.2% | +75.8% | -76.0% | -13.9% |
| 3Y | +151.9% | +241.3% | -89.4% | +69.6% |
| All | +151.9% | +244.2% | -92.4% | +69.6% |
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 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