-11.2%
SHOP vs NI
+113.9%
-125.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -1.2% | +4.3% | -5.5% | -2.6% |
| 30D | -14.7% | +12.4% | -27.1% | -17.9% |
| 3M | -7.2% | +10.2% | -17.4% | -10.2% |
| 6M | +54.2% | -0.8% | +55.0% | +54.0% |
| YTD | -8.6% | +13.2% | -21.9% | -14.6% |
| 1Y | +0.5% | +10.1% | -9.6% | -4.8% |
| 3Y | +135.9% | +103.1% | +32.8% | +64.1% |
| All | -11.2% | +113.9% | -125.1% | -35.6% |
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