+1,450.4%
SHOP vs IR
+288.5%
+1,161.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -5.1% | -2.8% | -2.3% | -3.6% |
| 30D | +0.6% | -15.1% | +15.7% | +9.7% |
| 3M | +25.0% | +6.1% | +19.0% | +20.2% |
| 6M | +11.9% | -16.8% | +28.7% | +21.4% |
| YTD | -9.9% | -3.5% | -6.3% | -10.7% |
| 1Y | 0.0% | -3.5% | +3.4% | -1.2% |
| 3Y | +117.5% | +9.5% | +108.0% | +102.1% |
| 5Y | -6.6% | +45.1% | -51.7% | -23.0% |
| All | +1,450.4% | +288.5% | +1,161.9% | +901.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling