-4.9%
SHOP vs NTR
+36.7%
-41.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.0% | +3.4% | +8.5% |
| 7D | -9.0% | +4.3% | -13.4% | -7.9% |
| 30D | -4.4% | +2.6% | -7.0% | -3.6% |
| 3M | +24.1% | +8.5% | +15.6% | +27.1% |
| 6M | +20.0% | -3.3% | +23.3% | +19.7% |
| YTD | -4.9% | +19.6% | -24.5% | +1.2% |
| 1Y | -4.9% | +37.6% | -42.5% | +1.3% |
| All | -4.9% | +36.7% | -41.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling