-11.2%
SHOP vs NTR
+39.1%
-50.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | -11.2% | -1.3% | -10.0% | -11.4% |
| 30D | -14.4% | +16.8% | -31.1% | -11.6% |
| 3M | +16.6% | +20.7% | -4.2% | +21.5% |
| 6M | -0.6% | +0.5% | -1.1% | +1.3% |
| YTD | -20.0% | +29.2% | -49.2% | -17.1% |
| 1Y | -11.2% | +39.6% | -50.8% | -7.5% |
| All | -11.2% | +39.1% | -50.3% | -7.5% |
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