-4.9%
SHOP vs NEM
+50.9%
-55.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.9% | -2.6% | +5.0% |
| 7D | -9.0% | +3.7% | -12.7% | -9.9% |
| 30D | -4.4% | +2.0% | -6.4% | -5.1% |
| 3M | +24.1% | +21.1% | +3.0% | +19.3% |
| 6M | +20.0% | +9.5% | +10.5% | +16.5% |
| YTD | -4.9% | +19.1% | -24.0% | -11.2% |
| 1Y | -4.9% | +51.1% | -56.0% | -19.1% |
| All | -4.9% | +50.9% | -55.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling