-12.8%
SHOP vs NRG
+194.8%
-207.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -11.2% | -4.7% | -6.6% | -9.9% |
| 30D | -14.4% | -6.0% | -8.4% | -13.0% |
| 3M | +16.6% | -8.0% | +24.5% | +16.6% |
| 6M | -0.6% | -23.2% | +22.6% | +4.4% |
| YTD | -20.0% | -28.1% | +8.1% | -14.9% |
| 1Y | -11.2% | -27.3% | +16.1% | -6.4% |
| 3Y | +99.5% | +208.7% | -109.2% | +0.3% |
| All | -12.8% | +194.8% | -207.6% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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