+8,552.4%
SHOP vs NSC
+333.5%
+8,218.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -1.2% | +2.5% | -3.7% | -2.5% |
| 30D | -14.7% | +1.7% | -16.4% | -15.6% |
| 3M | -7.2% | -2.6% | -4.7% | -6.2% |
| 6M | +54.2% | +6.4% | +47.8% | +47.4% |
| YTD | -8.6% | +15.5% | -24.1% | -17.1% |
| 1Y | +0.5% | +17.6% | -17.1% | -9.8% |
| 3Y | +135.9% | +75.0% | +61.0% | +69.3% |
| 5Y | -11.9% | +32.2% | -44.1% | -26.9% |
| 10Y | +3,608.8% | +296.6% | +3,312.2% | +1,576.2% |
| All | +8,552.4% | +333.5% | +8,218.9% | +4,830.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling