+8,534.1%
SHOP vs NOC
+315.5%
+8,218.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +2.1% | +4.5% | -2.4% | +1.3% |
| 30D | -16.8% | +14.1% | -30.9% | -18.9% |
| 3M | -2.4% | -4.5% | +2.0% | -1.9% |
| 6M | +47.0% | -0.8% | +47.8% | +46.6% |
| YTD | -8.8% | -2.5% | -6.3% | -9.5% |
| 1Y | -6.3% | -0.1% | -6.2% | -7.5% |
| 3Y | +139.3% | +24.6% | +114.7% | +120.3% |
| 5Y | -12.1% | +65.6% | -77.7% | -29.6% |
| 10Y | +3,601.0% | +160.5% | +3,440.4% | +2,143.4% |
| All | +8,534.1% | +315.5% | +8,218.7% | +3,606.9% |
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 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