+7,788.2%
SHOP vs NI
+224.1%
+7,564.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.2% | -8.8% | -7.9% |
| 7D | -4.1% | +2.3% | -6.4% | -4.8% |
| 30D | -11.5% | -1.7% | -9.9% | -11.2% |
| 3M | +21.1% | -8.0% | +29.1% | +23.7% |
| 6M | +3.0% | -8.6% | +11.6% | +5.0% |
| YTD | -16.7% | +2.3% | -19.0% | -18.5% |
| 1Y | -8.3% | +6.9% | -15.2% | -11.6% |
| 3Y | +112.8% | +70.6% | +42.3% | +74.0% |
| 5Y | -9.3% | +96.4% | -105.6% | -29.3% |
| 10Y | +3,003.4% | +136.1% | +2,867.3% | +2,146.9% |
| All | +7,788.2% | +224.1% | +7,564.1% | +4,967.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling