+2,941.1%
SHOP vs NOC
+192.5%
+2,748.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -13.2% | -1.8% | -11.5% | -13.0% |
| 30D | -17.0% | -9.4% | -7.6% | -15.8% |
| 3M | +17.0% | -3.8% | +20.8% | +17.5% |
| 6M | -2.1% | -28.8% | +26.6% | +2.9% |
| YTD | -21.4% | -7.9% | -13.5% | -21.1% |
| 1Y | -11.0% | -9.0% | -1.9% | -10.5% |
| 3Y | +100.9% | +29.1% | +71.9% | +84.6% |
| 5Y | -14.7% | +58.9% | -73.6% | -30.0% |
| All | +2,941.1% | +192.5% | +2,748.6% | +1,906.4% |
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