+8,524.1%
SHOP vs IT
+115.5%
+8,408.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.0% |
| 7D | +2.8% | -7.5% | +10.3% | +7.2% |
| 30D | -14.2% | -1.2% | -13.0% | -14.3% |
| 3M | -5.5% | -2.2% | -3.3% | -6.2% |
| 6M | +32.8% | +19.1% | +13.7% | +15.5% |
| YTD | -8.9% | -25.1% | +16.2% | +0.6% |
| 1Y | -7.7% | -17.4% | +9.6% | -4.1% |
| 3Y | +139.0% | -54.1% | +193.1% | +242.0% |
| 5Y | -0.5% | -42.7% | +42.1% | +24.5% |
| 10Y | +3,557.0% | +88.1% | +3,468.9% | +2,507.3% |
| All | +8,524.1% | +115.5% | +8,408.6% | +5,795.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling