-5.6%
SHOP vs EXPE
+111.8%
-117.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.5% |
| 7D | -5.1% | -9.5% | +4.4% | +0.7% |
| 30D | +0.6% | -6.6% | +7.2% | +4.2% |
| 3M | +25.0% | +31.4% | -6.3% | +5.9% |
| 6M | +11.9% | +35.2% | -23.3% | -7.4% |
| YTD | -9.9% | +5.8% | -15.7% | -14.2% |
| 1Y | 0.0% | +38.7% | -38.7% | -21.0% |
| 3Y | +117.5% | +175.8% | -58.3% | +2.7% |
| All | -5.6% | +111.8% | -117.4% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling