+232.1%
SHOP vs NVDL
+2,476.2%
-2,244.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -11.2% | -10.3% | -0.9% | -8.9% |
| 30D | -14.4% | -7.1% | -7.3% | -13.3% |
| 3M | +16.6% | +6.6% | +10.0% | +12.7% |
| 6M | -0.6% | +21.1% | -21.6% | -8.2% |
| YTD | -20.0% | +15.2% | -35.2% | -25.9% |
| 1Y | -11.2% | +18.8% | -30.0% | -19.1% |
| 3Y | +99.5% | +649.9% | -550.4% | -5.7% |
| All | +232.1% | +2,476.2% | -2,244.1% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling