-6.1%
SHOP vs IT
-15.3%
+9.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.0% |
| 7D | -2.5% | -6.8% | +4.4% | +0.2% |
| 30D | -16.7% | -0.6% | -16.2% | -16.8% |
| 3M | -2.2% | +3.1% | -5.3% | -4.3% |
| 6M | +45.6% | +25.5% | +20.1% | +30.1% |
| YTD | -7.3% | -23.5% | +16.2% | -9.7% |
| 1Y | -6.1% | -16.6% | +10.6% | -9.3% |
| All | -6.1% | -15.3% | +9.2% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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