+8,434.7%
SHOP vs NEM
+507.4%
+7,927.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +0.6% | +23.1% | -22.5% | -2.8% |
| 3M | +25.0% | +18.5% | +6.5% | +21.4% |
| 6M | +11.9% | +7.8% | +4.1% | +9.6% |
| YTD | -9.9% | +29.1% | -39.0% | -14.4% |
| 1Y | 0.0% | +72.7% | -72.7% | -9.7% |
| 3Y | +117.5% | +248.7% | -131.2% | +72.5% |
| 5Y | -6.6% | +148.7% | -155.3% | -23.6% |
| 10Y | +3,320.3% | +304.8% | +3,015.6% | +2,575.8% |
| All | +8,434.7% | +507.4% | +7,927.3% | +4,155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling