-6.1%
SHOP vs IR
+10.4%
-16.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -2.5% | +1.1% | -3.5% | -2.7% |
| 30D | -16.7% | +7.6% | -24.3% | -18.4% |
| 3M | -2.2% | +0.1% | -2.3% | -2.6% |
| 6M | +45.6% | +14.0% | +31.6% | +39.8% |
| YTD | -7.3% | +7.5% | -14.8% | -14.8% |
| 1Y | -6.1% | +10.1% | -16.2% | -16.7% |
| All | -6.1% | +10.4% | -16.5% | -16.7% |
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