-7.7%
SHOP vs IR
+10.3%
-18.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | -14.2% | +9.0% | -23.2% | -16.2% |
| 3M | -5.5% | -0.9% | -4.7% | -5.8% |
| 6M | +32.8% | +13.4% | +19.4% | +27.6% |
| YTD | -8.9% | +8.5% | -17.4% | -16.5% |
| 1Y | -7.7% | +11.3% | -19.0% | -18.2% |
| All | -7.7% | +10.3% | -18.0% | -18.2% |
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