+3,772.8%
SHOP vs NOC
+159.4%
+3,613.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +2.1% | +4.5% | -2.4% | +1.5% |
| 30D | -16.8% | +14.1% | -30.9% | -18.5% |
| 3M | -2.4% | -4.5% | +2.0% | -1.9% |
| 6M | +47.0% | -0.8% | +47.8% | +46.7% |
| YTD | -8.8% | -2.5% | -6.3% | -9.4% |
| 1Y | -6.3% | -0.1% | -6.2% | -7.3% |
| 3Y | +139.3% | +24.6% | +114.7% | +122.9% |
| 5Y | -12.1% | +65.6% | -77.7% | -27.9% |
| All | +3,772.8% | +159.4% | +3,613.4% | +2,488.4% |
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