+8,680.0%
SHOP vs IT
+120.2%
+8,559.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.7% |
| 7D | -2.5% | -6.8% | +4.4% | +1.2% |
| 30D | -16.7% | -0.6% | -16.2% | -17.1% |
| 3M | -2.2% | +3.1% | -5.3% | -5.6% |
| 6M | +45.6% | +25.5% | +20.1% | +23.0% |
| YTD | -7.3% | -23.5% | +16.2% | +1.3% |
| 1Y | -6.1% | -16.6% | +10.6% | -2.7% |
| 3Y | +143.3% | -53.1% | +196.4% | +244.3% |
| 5Y | +0.2% | -41.4% | +41.6% | +23.9% |
| 10Y | +3,663.5% | +90.9% | +3,572.6% | +2,560.2% |
| All | +8,680.0% | +120.2% | +8,559.8% | +5,834.0% |
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 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