+135.0%
SHOP vs NVD
-99.2%
+234.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.3% | -5.0% |
| 7D | -10.6% | +0.5% | -11.2% | -10.4% |
| 30D | -18.3% | -9.3% | -9.0% | -19.4% |
| 3M | +14.8% | -22.1% | +36.9% | +10.5% |
| 6M | -5.0% | -45.8% | +40.8% | -14.3% |
| YTD | -21.2% | -46.7% | +25.5% | -28.1% |
| 1Y | -11.6% | -59.5% | +47.9% | -22.2% |
| 3Y | +101.2% | -99.2% | +200.4% | -19.1% |
| All | +135.0% | -99.2% | +234.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling