-10.8%
SHOP vs NSC
+46.1%
-57.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.3% |
| 7D | -4.1% | -1.5% | -2.6% | -3.2% |
| 30D | -11.5% | -1.9% | -9.6% | -10.5% |
| 3M | +21.1% | +6.2% | +14.8% | +15.7% |
| 6M | +3.0% | +9.2% | -6.2% | -4.9% |
| YTD | -16.7% | +15.0% | -31.7% | -26.1% |
| 1Y | -8.3% | +21.1% | -29.4% | -21.6% |
| 3Y | +112.8% | +78.6% | +34.2% | +32.0% |
| All | -10.8% | +46.1% | -57.0% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling