-2.9%
SHOP vs EXPD
+55.6%
-58.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.8% | +5.1% |
| 7D | -5.4% | -7.2% | +1.7% | -1.0% |
| 30D | -10.3% | -3.3% | -7.0% | -8.8% |
| 3M | +1.0% | +3.4% | -2.4% | -2.2% |
| 6M | +41.2% | +22.7% | +18.5% | +20.7% |
| YTD | -7.5% | +24.5% | -32.0% | -24.3% |
| 1Y | -4.6% | +38.6% | -43.2% | -28.6% |
| 3Y | +146.4% | +71.5% | +74.9% | +44.4% |
| All | -2.9% | +55.6% | -58.5% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling