-4.9%
SHOP vs IR
+11.7%
-16.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.8% | +7.4% |
| 7D | -9.0% | +11.6% | -20.6% | -11.8% |
| 30D | -4.4% | +7.2% | -11.6% | -6.3% |
| 3M | +24.1% | -5.9% | +30.0% | +25.4% |
| 6M | +20.0% | +11.5% | +8.5% | +15.6% |
| YTD | -4.9% | +6.3% | -11.3% | -12.6% |
| 1Y | -4.9% | +9.1% | -14.0% | -15.6% |
| All | -4.9% | +11.7% | -16.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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