-9.3%
SHOP vs NOC
+56.8%
-66.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -7.5% |
| 7D | -4.1% | -2.7% | -1.4% | -4.3% |
| 30D | -11.5% | -8.9% | -2.7% | -12.2% |
| 3M | +21.1% | -3.7% | +24.7% | +20.8% |
| 6M | +3.0% | -30.8% | +33.8% | -0.6% |
| YTD | -16.7% | -7.9% | -8.7% | -17.2% |
| 1Y | -8.3% | -9.4% | +1.1% | -9.0% |
| 3Y | +112.8% | +29.0% | +83.9% | +119.5% |
| 5Y | -9.3% | +56.1% | -65.3% | +0.9% |
| All | -9.3% | +56.8% | -66.0% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling