+120.5%
SHOP vs EXPD
+68.7%
+51.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -5.1% | -1.1% | -4.0% | -4.6% |
| 30D | +0.6% | +4.1% | -3.5% | -1.3% |
| 3M | +25.0% | +17.9% | +7.1% | +15.2% |
| 6M | +11.9% | +29.2% | -17.3% | -2.5% |
| YTD | -9.9% | +27.4% | -37.2% | -21.3% |
| 1Y | 0.0% | +56.8% | -56.9% | -25.0% |
| All | +120.5% | +68.7% | +51.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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