+8,434.7%
SHOP vs M
-46.1%
+8,480.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | -5.1% | +4.7% | -9.8% | -6.0% |
| 30D | +0.6% | -9.6% | +10.2% | +2.6% |
| 3M | +25.0% | +0.9% | +24.2% | +24.5% |
| 6M | +11.9% | +22.3% | -10.4% | +7.0% |
| YTD | -9.9% | +6.5% | -16.4% | -11.7% |
| 1Y | 0.0% | +38.8% | -38.8% | -7.3% |
| 3Y | +117.5% | +115.9% | +1.6% | +81.2% |
| 5Y | -6.6% | +28.6% | -35.3% | -14.8% |
| 10Y | +3,320.3% | -2.5% | +3,322.9% | +3,185.3% |
| All | +8,434.7% | -46.1% | +8,480.8% | +9,253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling