+112.8%
SHOP vs NSC
+77.9%
+34.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.4% |
| 7D | -4.1% | -1.5% | -2.6% | -3.4% |
| 30D | -11.5% | -1.9% | -9.6% | -10.7% |
| 3M | +21.1% | +6.2% | +14.8% | +16.6% |
| 6M | +3.0% | +9.2% | -6.2% | -3.6% |
| YTD | -16.7% | +15.0% | -31.7% | -24.8% |
| 1Y | -8.3% | +21.1% | -29.4% | -19.9% |
| 3Y | +112.8% | +78.6% | +34.2% | +32.9% |
| All | +112.8% | +77.9% | +34.9% | +32.9% |
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 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