+99.5%
SHOP vs NTRS
+168.2%
-68.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.9% |
| 7D | -11.2% | +1.4% | -12.6% | -12.2% |
| 30D | -14.4% | -0.7% | -13.7% | -13.9% |
| 3M | +16.6% | +11.3% | +5.3% | +6.2% |
| 6M | -0.6% | +35.5% | -36.1% | -25.0% |
| YTD | -20.0% | +40.6% | -60.6% | -42.0% |
| 1Y | -11.2% | +49.2% | -60.4% | -39.3% |
| 3Y | +99.5% | +167.2% | -67.7% | -27.3% |
| All | +99.5% | +168.2% | -68.7% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling