+139.4%
SHOP vs NSC
+79.2%
+60.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -2.5% | -3.5% | +1.1% | -0.9% |
| 30D | -16.7% | +3.9% | -20.7% | -18.1% |
| 3M | -2.2% | -0.8% | -1.4% | -1.9% |
| 6M | +45.6% | +7.1% | +38.4% | +39.3% |
| YTD | -7.3% | +16.4% | -23.7% | -16.1% |
| 1Y | -6.1% | +16.9% | -23.0% | -15.2% |
| All | +139.4% | +79.2% | +60.2% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling