-6.3%
SHOP vs EXPE
-0.4%
-5.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.4% | +6.4% |
| 7D | -5.4% | -9.3% | +3.9% | -0.7% |
| 30D | -10.3% | +0.1% | -10.5% | -12.1% |
| 3M | +1.0% | -15.3% | +16.3% | +9.2% |
| 6M | +41.2% | +5.5% | +35.8% | +32.4% |
| YTD | -7.5% | -8.0% | +0.5% | -6.0% |
| All | -6.3% | -0.4% | -5.8% | -7.6% |
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