+8,434.7%
SHOP vs NDAQ
+567.8%
+7,866.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +1.1% |
| 7D | -5.1% | -2.4% | -2.7% | -3.0% |
| 30D | +0.6% | +2.5% | -1.9% | -1.5% |
| 3M | +25.0% | +9.9% | +15.1% | +14.4% |
| 6M | +11.9% | +9.4% | +2.5% | +3.0% |
| YTD | -9.9% | +0.4% | -10.3% | -10.2% |
| 1Y | 0.0% | +4.0% | -4.1% | -3.9% |
| 3Y | +117.5% | +94.4% | +23.1% | +22.7% |
| 5Y | -6.6% | +56.7% | -63.4% | -35.3% |
| 10Y | +3,320.3% | +375.3% | +2,945.0% | +1,115.0% |
| All | +8,434.7% | +567.8% | +7,866.9% | +2,705.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling