+8,434.7%
SHOP vs NTAP
+593.2%
+7,841.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -5.1% | -0.8% | -4.3% | -4.7% |
| 30D | +0.6% | -0.5% | +1.1% | +0.6% |
| 3M | +25.0% | +4.1% | +21.0% | +21.6% |
| 6M | +11.9% | +88.0% | -76.0% | -20.4% |
| YTD | -9.9% | +75.6% | -85.4% | -33.8% |
| 1Y | 0.0% | +58.9% | -59.0% | -22.9% |
| 3Y | +117.5% | +153.6% | -36.1% | +32.4% |
| 5Y | -6.6% | +127.6% | -134.3% | -40.4% |
| 10Y | +3,320.3% | +580.4% | +2,739.9% | +1,493.8% |
| All | +8,434.7% | +593.2% | +7,841.5% | +2,224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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