+3,781.0%
SHOP vs NOC
+160.0%
+3,621.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.2% | +4.8% | -6.1% | -1.9% |
| 30D | -14.7% | +11.0% | -25.8% | -16.1% |
| 3M | -7.2% | -3.8% | -3.4% | -6.8% |
| 6M | +54.2% | +0.6% | +53.5% | +53.5% |
| YTD | -8.6% | -2.3% | -6.3% | -9.3% |
| 1Y | +0.5% | +0.3% | +0.3% | -0.6% |
| 3Y | +135.9% | +24.6% | +111.3% | +119.9% |
| 5Y | -11.9% | +66.0% | -77.9% | -27.8% |
| All | +3,781.0% | +160.0% | +3,621.0% | +2,493.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling