+8,434.7%
SHOP vs NSC
+333.8%
+8,100.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -5.1% | -5.5% | +0.4% | -2.3% |
| 30D | +0.6% | -3.2% | +3.8% | +2.2% |
| 3M | +25.0% | +7.7% | +17.4% | +19.5% |
| 6M | +11.9% | +4.5% | +7.4% | +7.5% |
| YTD | -9.9% | +15.6% | -25.4% | -18.2% |
| 1Y | 0.0% | +19.8% | -19.9% | -11.0% |
| 3Y | +117.5% | +70.1% | +47.4% | +58.9% |
| 5Y | -6.6% | +46.1% | -52.8% | -26.1% |
| 10Y | +3,320.3% | +328.1% | +2,992.2% | +1,390.1% |
| All | +8,434.7% | +333.8% | +8,100.9% | +4,769.0% |
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 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