+8,434.7%
SHOP vs IT
+112.7%
+8,322.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +2.0% |
| 7D | -5.1% | -6.0% | +0.9% | -1.9% |
| 30D | +0.6% | 0.0% | +0.6% | +0.2% |
| 3M | +25.0% | +13.1% | +12.0% | +13.9% |
| 6M | +11.9% | +11.7% | +0.2% | +1.7% |
| YTD | -9.9% | -26.1% | +16.2% | +1.8% |
| 1Y | 0.0% | -21.3% | +21.2% | +7.4% |
| 3Y | +117.5% | -46.7% | +164.2% | +186.5% |
| 5Y | -6.6% | -40.5% | +33.9% | +16.6% |
| 10Y | +3,320.3% | +103.9% | +3,216.4% | +2,312.3% |
| All | +8,434.7% | +112.7% | +8,322.0% | +5,868.3% |
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 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