-14.7%
SHOP vs NI
+94.6%
-109.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -13.2% | -0.6% | -12.6% | -13.1% |
| 30D | -17.0% | -1.4% | -15.6% | -16.7% |
| 3M | +17.0% | -10.6% | +27.6% | +21.1% |
| 6M | -2.1% | -9.9% | +7.8% | +0.3% |
| YTD | -21.4% | +1.2% | -22.5% | -23.6% |
| 1Y | -11.0% | +4.4% | -15.4% | -14.8% |
| 3Y | +100.9% | +68.6% | +32.3% | +52.3% |
| 5Y | -14.7% | +98.0% | -112.7% | -34.4% |
| All | -14.7% | +94.6% | -109.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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