+146.4%
SHOP vs M
+100.8%
+45.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.6% | +8.2% | +5.1% |
| 7D | -5.4% | -4.3% | -1.2% | -4.0% |
| 30D | -10.3% | +1.3% | -11.6% | -10.7% |
| 3M | +1.0% | -7.4% | +8.4% | +3.4% |
| 6M | +41.2% | +18.3% | +22.9% | +33.1% |
| YTD | -7.5% | +7.6% | -15.1% | -10.9% |
| 1Y | -4.6% | +17.4% | -22.0% | -11.1% |
| 3Y | +146.4% | +108.4% | +38.1% | +93.0% |
| All | +146.4% | +100.8% | +45.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling