+96.1%
SHOP vs NVDL
+626.5%
-530.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.9% |
| 7D | -13.2% | -8.7% | -4.5% | -11.4% |
| 30D | -17.0% | -1.3% | -15.7% | -17.2% |
| 3M | +17.0% | +11.4% | +5.6% | +12.0% |
| 6M | -2.1% | +22.9% | -25.0% | -9.8% |
| YTD | -21.4% | +15.4% | -36.8% | -27.1% |
| 1Y | -11.0% | +18.8% | -29.7% | -18.8% |
| All | +96.1% | +626.5% | -530.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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