-11.6%
SHOP vs GEN
+0.6%
-12.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | -10.6% | -2.9% | -7.7% | -8.8% |
| 30D | -18.3% | +2.1% | -20.3% | -19.2% |
| 3M | +14.8% | +19.7% | -4.9% | +3.0% |
| 6M | -5.0% | +33.3% | -38.3% | -20.0% |
| YTD | -21.2% | +11.1% | -32.3% | -25.2% |
| 1Y | -11.6% | +3.0% | -14.6% | -13.5% |
| All | -11.6% | +0.6% | -12.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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