-4.9%
SHOP vs NTRS
+43.5%
-48.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +6.0% |
| 7D | -9.0% | +3.6% | -12.6% | -10.3% |
| 30D | -4.4% | +4.3% | -8.7% | -6.0% |
| 3M | +24.1% | -1.9% | +26.1% | +24.6% |
| 6M | +20.0% | +11.4% | +8.5% | +12.8% |
| YTD | -4.9% | +32.3% | -37.2% | -24.7% |
| 1Y | -4.9% | +42.5% | -47.5% | -32.0% |
| All | -4.9% | +43.5% | -48.4% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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