-10.6%
SHOP vs INDA
+9.1%
-19.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.2% |
| 7D | -2.5% | +3.1% | -5.6% | -6.9% |
| 30D | -16.7% | +11.3% | -28.0% | -29.5% |
| 3M | -2.2% | +3.0% | -5.2% | -6.5% |
| 6M | +45.6% | +6.5% | +39.0% | +31.9% |
| YTD | -7.3% | -4.6% | -2.7% | -0.1% |
| 1Y | -6.1% | -5.8% | -0.3% | +3.2% |
| 3Y | +143.3% | +16.8% | +126.5% | +69.8% |
| All | -10.6% | +9.1% | -19.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling