+1,171.2%
SHOP vs NTR
+103.6%
+1,067.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.5% | -9.1% | -8.0% |
| 7D | -4.1% | +3.8% | -7.9% | -5.1% |
| 30D | -11.5% | +25.2% | -36.8% | -16.9% |
| 3M | +21.1% | +21.0% | 0.0% | +14.3% |
| 6M | +3.0% | +7.6% | -4.6% | -0.6% |
| YTD | -16.7% | +32.9% | -49.6% | -25.2% |
| 1Y | -8.3% | +43.1% | -51.3% | -20.0% |
| 3Y | +112.8% | +41.6% | +71.2% | +82.3% |
| 5Y | -9.3% | +54.8% | -64.0% | -27.9% |
| All | +1,171.2% | +103.6% | +1,067.6% | +791.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling