-12.1%
SHOP vs JAAA
+27.5%
-39.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.1% | +0.1% | +2.0% | +1.7% |
| 30D | -16.8% | +0.4% | -17.3% | -18.1% |
| 3M | -2.4% | +1.2% | -3.6% | -6.7% |
| 6M | +47.0% | +2.3% | +44.7% | +34.9% |
| YTD | -8.8% | +4.0% | -12.8% | -21.1% |
| 1Y | -6.3% | +4.8% | -11.1% | -21.3% |
| 3Y | +139.3% | +18.5% | +120.8% | +60.2% |
| 5Y | -12.1% | +27.5% | -39.6% | -53.1% |
| All | -12.1% | +27.5% | -39.6% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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