+168.9%
SHOP vs NVD
-99.2%
+268.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.9% |
| 7D | -5.1% | -11.1% | +6.0% | -7.5% |
| 30D | +0.6% | -13.3% | +13.8% | -1.8% |
| 3M | +25.0% | -19.8% | +44.9% | +21.5% |
| 6M | +11.9% | -48.8% | +60.7% | -0.2% |
| YTD | -9.9% | -49.7% | +39.8% | -18.9% |
| 1Y | 0.0% | -61.4% | +61.3% | -13.1% |
| 3Y | +117.5% | -99.1% | +216.6% | -9.8% |
| All | +168.9% | -99.2% | +268.1% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling