-4.9%
SHOP vs NOC
-7.1%
+2.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.5% | +11.9% | +6.9% |
| 7D | -9.0% | -5.0% | -4.1% | -9.4% |
| 30D | -4.4% | +10.3% | -14.8% | -3.9% |
| 3M | +24.1% | -4.3% | +28.4% | +24.4% |
| 6M | +20.0% | -6.5% | +26.5% | +20.0% |
| YTD | -4.9% | -6.7% | +1.8% | -10.5% |
| 1Y | -4.9% | -7.5% | +2.6% | -9.9% |
| All | -4.9% | -7.1% | +2.1% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling