-11.2%
SHOP vs NVD
-52.8%
+41.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.8% |
| 7D | -11.2% | +10.8% | -22.1% | -9.1% |
| 30D | -14.4% | +0.8% | -15.1% | -13.4% |
| 3M | +16.6% | -20.8% | +37.4% | +13.0% |
| 6M | -0.6% | -41.2% | +40.6% | -10.0% |
| YTD | -20.0% | -44.2% | +24.2% | -27.3% |
| 1Y | -11.2% | -54.2% | +43.0% | -19.7% |
| All | -11.2% | -52.8% | +41.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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