+7,358.2%
SHOP vs NRG
+470.9%
+6,887.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -4.4% |
| 7D | -10.6% | +3.9% | -14.5% | -11.6% |
| 30D | -18.3% | -3.0% | -15.3% | -17.8% |
| 3M | +14.8% | -10.9% | +25.7% | +16.4% |
| 6M | -5.0% | -25.3% | +20.3% | +0.4% |
| YTD | -21.2% | -26.8% | +5.6% | -16.9% |
| 1Y | -11.6% | -23.3% | +11.7% | -8.6% |
| 3Y | +101.2% | +208.6% | -107.4% | +29.1% |
| 5Y | -15.7% | +194.1% | -209.8% | -45.7% |
| 10Y | +2,989.4% | +1,123.6% | +1,865.8% | +1,293.5% |
| All | +7,358.2% | +470.9% | +6,887.3% | +5,631.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling