+112.8%
SHOP vs NEM
+249.7%
-136.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.4% |
| 7D | -4.1% | +3.9% | -7.9% | -4.7% |
| 30D | -11.5% | +12.7% | -24.2% | -13.3% |
| 3M | +21.1% | +28.7% | -7.6% | +15.9% |
| 6M | +3.0% | +9.8% | -6.8% | +0.3% |
| YTD | -16.7% | +28.1% | -44.8% | -21.0% |
| 1Y | -8.3% | +69.3% | -77.6% | -17.3% |
| 3Y | +112.8% | +247.7% | -134.8% | +63.2% |
| All | +112.8% | +249.7% | -136.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling