+3,772.8%
SHOP vs NSC
+302.7%
+3,470.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +2.1% | +1.6% | +0.5% | +1.2% |
| 30D | -16.8% | +4.2% | -21.0% | -18.7% |
| 3M | -2.4% | -0.2% | -2.2% | -2.5% |
| 6M | +47.0% | +7.6% | +39.5% | +39.7% |
| YTD | -8.8% | +17.4% | -26.2% | -18.2% |
| 1Y | -6.3% | +18.3% | -24.6% | -16.2% |
| 3Y | +139.3% | +79.8% | +59.5% | +67.8% |
| 5Y | -12.1% | +34.3% | -46.4% | -28.2% |
| All | +3,772.8% | +302.7% | +3,470.1% | +1,716.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling