+8,434.7%
SHOP vs NOC
+289.6%
+8,145.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -5.1% | -5.2% | +0.1% | -4.2% |
| 30D | +0.6% | -7.2% | +7.8% | +1.9% |
| 3M | +25.0% | -5.1% | +30.1% | +26.0% |
| 6M | +11.9% | -31.1% | +43.0% | +19.6% |
| YTD | -9.9% | -8.6% | -1.3% | -9.3% |
| 1Y | 0.0% | -9.7% | +9.7% | +0.8% |
| 3Y | +117.5% | +24.3% | +93.2% | +99.1% |
| 5Y | -6.6% | +52.6% | -59.3% | -24.2% |
| 10Y | +3,320.3% | +183.6% | +3,136.7% | +1,818.8% |
| All | +8,434.7% | +289.6% | +8,145.1% | +3,615.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling