+0.2%
SHOP vs EXPD
+62.8%
-62.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | -0.1% |
| 7D | -2.5% | -1.6% | -0.9% | -1.4% |
| 30D | -16.7% | +0.6% | -17.3% | -17.4% |
| 3M | -2.2% | +9.8% | -12.0% | -9.0% |
| 6M | +45.6% | +25.8% | +19.8% | +22.5% |
| YTD | -7.3% | +31.3% | -38.5% | -26.7% |
| 1Y | -6.1% | +40.9% | -47.0% | -30.1% |
| 3Y | +143.3% | +74.7% | +68.6% | +42.6% |
| 5Y | +0.2% | +62.9% | -62.7% | -42.3% |
| All | +0.2% | +62.8% | -62.7% | -42.3% |
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