+35.7%
SHOP vs JAAA
+29.3%
+6.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.8% |
| 7D | -5.1% | +0.2% | -5.3% | -5.7% |
| 30D | +0.6% | +0.5% | +0.1% | -1.3% |
| 3M | +25.0% | +1.3% | +23.8% | +19.4% |
| 6M | +11.9% | +2.7% | +9.2% | +1.7% |
| YTD | -9.9% | +3.2% | -13.0% | -19.4% |
| 1Y | 0.0% | +4.9% | -5.0% | -15.6% |
| 3Y | +117.5% | +19.0% | +98.5% | +47.6% |
| 5Y | -6.6% | +26.8% | -33.5% | -45.4% |
| All | +35.7% | +29.3% | +6.5% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling