-5.6%
SHOP vs M
+27.3%
-32.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.7% |
| 7D | -5.1% | +4.7% | -9.8% | -7.0% |
| 30D | +0.6% | -9.6% | +10.2% | +5.0% |
| 3M | +25.0% | +0.9% | +24.2% | +23.7% |
| 6M | +11.9% | +22.3% | -10.4% | +1.1% |
| YTD | -9.9% | +6.5% | -16.4% | -14.3% |
| 1Y | 0.0% | +38.8% | -38.8% | -16.3% |
| 3Y | +117.5% | +115.9% | +1.6% | +31.0% |
| All | -5.6% | +27.3% | -32.9% | -24.7% |
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