-10.8%
SHOP vs NOC
-8.3%
-2.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.4% |
| 7D | -10.6% | -1.6% | -9.1% | -10.6% |
| 30D | -18.3% | -10.4% | -7.9% | -18.0% |
| 3M | +14.8% | -5.6% | +20.4% | +15.2% |
| 6M | -5.0% | -30.4% | +25.4% | -5.3% |
| YTD | -21.2% | -8.5% | -12.8% | -25.7% |
| All | -10.8% | -8.3% | -2.6% | -12.2% |
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