-15.7%
SHOP vs INDA
+5.9%
-21.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -4.1% |
| 7D | -10.6% | -2.6% | -8.0% | -6.7% |
| 30D | -18.3% | -2.9% | -15.4% | -14.2% |
| 3M | +14.8% | +2.4% | +12.4% | +11.0% |
| 6M | -5.0% | -2.6% | -2.4% | -0.9% |
| YTD | -21.2% | -10.0% | -11.3% | -7.0% |
| 1Y | -11.6% | -7.7% | -3.9% | 0.0% |
| 3Y | +101.2% | +8.9% | +92.3% | +59.7% |
| 5Y | -15.7% | +6.0% | -21.7% | -28.9% |
| All | -15.7% | +5.9% | -21.6% | -28.9% |
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