-11.2%
SHOP vs INDA
-8.4%
-2.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.8% | +0.6% |
| 7D | -11.2% | -2.7% | -8.5% | -8.1% |
| 30D | -14.4% | -2.8% | -11.6% | -11.3% |
| 3M | +16.6% | +1.6% | +15.0% | +14.8% |
| 6M | -0.6% | -1.4% | +0.9% | +0.7% |
| YTD | -20.0% | -10.1% | -9.9% | -10.7% |
| 1Y | -11.2% | -8.8% | -2.4% | -3.1% |
| All | -11.2% | -8.4% | -2.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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