-9.3%
SHOP vs IT
-44.6%
+35.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -7.4% | -0.2% | -2.9% |
| 7D | -4.1% | -9.1% | +5.0% | +1.7% |
| 30D | -11.5% | -7.0% | -4.5% | -7.8% |
| 3M | +21.1% | +7.6% | +13.4% | +12.0% |
| 6M | +3.0% | +2.1% | +0.9% | -2.6% |
| YTD | -16.7% | -31.6% | +14.9% | +2.4% |
| 1Y | -8.3% | -29.9% | +21.6% | +8.7% |
| 3Y | +112.8% | -51.3% | +164.1% | +212.4% |
| 5Y | -9.3% | -44.8% | +35.5% | +8.0% |
| All | -9.3% | -44.6% | +35.3% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling