-9.3%
SHOP vs NDAQ
+55.5%
-64.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.9% | -5.7% | -5.3% |
| 7D | -4.1% | -2.6% | -1.5% | -1.1% |
| 30D | -11.5% | +0.5% | -12.0% | -11.9% |
| 3M | +21.1% | +9.9% | +11.1% | +7.4% |
| 6M | +3.0% | +8.2% | -5.2% | -6.7% |
| YTD | -16.7% | -1.5% | -15.2% | -15.6% |
| 1Y | -8.3% | +1.3% | -9.6% | -10.8% |
| 3Y | +112.8% | +92.6% | +20.2% | -9.9% |
| 5Y | -9.3% | +53.8% | -63.1% | -50.4% |
| All | -9.3% | +55.5% | -64.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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