-11.2%
SHOP vs M
-3.3%
-7.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -1.2% | +7.0% | -8.2% | -4.4% |
| 30D | -14.7% | +8.9% | -23.6% | -18.2% |
| 3M | -7.2% | +4.5% | -11.7% | -9.4% |
| 6M | +54.2% | +36.2% | +18.0% | +32.4% |
| YTD | -8.6% | +15.1% | -23.8% | -16.5% |
| 1Y | +0.5% | +27.4% | -26.9% | -13.0% |
| 3Y | +135.9% | +160.1% | -24.2% | +24.9% |
| All | -11.2% | -3.3% | -7.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling