+2,941.1%
SHOP vs NSC
+336.2%
+2,604.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -13.2% | -1.4% | -11.8% | -12.5% |
| 30D | -17.0% | -3.4% | -13.7% | -15.5% |
| 3M | +17.0% | +5.1% | +11.9% | +13.4% |
| 6M | -2.1% | +9.2% | -11.3% | -8.2% |
| YTD | -21.4% | +13.4% | -34.8% | -28.0% |
| 1Y | -11.0% | +20.8% | -31.8% | -21.2% |
| 3Y | +100.9% | +76.1% | +24.8% | +43.4% |
| 5Y | -14.7% | +45.3% | -60.0% | -32.4% |
| All | +2,941.1% | +336.2% | +2,604.9% | +1,282.1% |
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