-8.3%
SHOP vs EXPE
+28.7%
-37.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.9% | +0.3% | -3.5% |
| 7D | -4.1% | -9.8% | +5.7% | +1.2% |
| 30D | -11.5% | -11.5% | 0.0% | -6.1% |
| 3M | +21.1% | +21.7% | -0.7% | +10.2% |
| 6M | +3.0% | +10.4% | -7.4% | -2.5% |
| YTD | -16.7% | -2.5% | -14.2% | -18.6% |
| 1Y | -8.3% | +27.3% | -35.6% | -11.7% |
| All | -8.3% | +28.7% | -37.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling