-4.9%
SHOP vs NSC
+24.4%
-29.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +7.4% |
| 7D | -9.0% | +1.8% | -10.8% | -8.8% |
| 30D | -4.4% | +8.8% | -13.2% | -3.3% |
| 3M | +24.1% | +1.2% | +22.9% | +24.5% |
| 6M | +20.0% | +11.3% | +8.6% | +20.2% |
| YTD | -4.9% | +20.7% | -25.6% | -6.7% |
| 1Y | -4.9% | +23.4% | -28.3% | -10.9% |
| All | -4.9% | +24.4% | -29.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling