-1.6%
SHOP vs NEM
+132.9%
-134.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.6% | -2.7% |
| 7D | +2.8% | +11.6% | -8.8% | +0.6% |
| 30D | -14.2% | +1.8% | -16.0% | -14.6% |
| 3M | -5.5% | +2.5% | -8.0% | -6.2% |
| 6M | +32.8% | +3.4% | +29.4% | +31.0% |
| YTD | -8.9% | +20.9% | -29.8% | -13.6% |
| 1Y | -7.7% | +37.2% | -44.9% | -14.8% |
| 3Y | +139.0% | +271.6% | -132.6% | +72.0% |
| All | -1.6% | +132.9% | -134.6% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling