+8,534.1%
SHOP vs NTAP
+596.6%
+7,937.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | +2.1% | +9.9% | -7.8% | -2.2% |
| 30D | -16.8% | -22.1% | +5.3% | -7.5% |
| 3M | -2.4% | -7.7% | +5.3% | -0.4% |
| 6M | +47.0% | +60.9% | -13.9% | +11.7% |
| YTD | -8.8% | +76.4% | -85.2% | -34.2% |
| 1Y | -6.3% | +69.3% | -75.6% | -31.0% |
| 3Y | +139.3% | +154.6% | -15.3% | +42.8% |
| 5Y | -12.1% | +131.4% | -143.5% | -45.0% |
| 10Y | +3,601.0% | +600.9% | +3,000.1% | +1,591.2% |
| All | +8,534.1% | +596.6% | +7,937.6% | +2,210.5% |
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