-0.5%
SHOP vs NOC
+63.6%
-64.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -14.2% | +14.1% | -28.3% | -13.1% |
| 3M | -5.5% | -4.6% | -0.9% | -5.6% |
| 6M | +32.8% | +0.7% | +32.1% | +33.3% |
| YTD | -8.9% | -2.6% | -6.3% | -8.9% |
| 1Y | -7.7% | -1.0% | -6.8% | -7.6% |
| 3Y | +139.0% | +24.5% | +114.5% | +145.2% |
| 5Y | -0.5% | +64.3% | -64.9% | +14.3% |
| All | -0.5% | +63.6% | -64.1% | +14.3% |
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