-4.9%
SHOP vs ITOT
+14.7%
-19.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +4.5% |
| 7D | -9.0% | -0.7% | -8.4% | -7.8% |
| 30D | -4.4% | -1.1% | -3.3% | -2.2% |
| 3M | +24.1% | -0.8% | +24.9% | +26.7% |
| 6M | +20.0% | +7.0% | +13.0% | +5.4% |
| YTD | -4.9% | +13.3% | -18.3% | -24.7% |
| 1Y | -4.9% | +14.8% | -19.7% | -27.2% |
| All | -4.9% | +14.7% | -19.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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