+112.8%
SHOP vs NVTS
+45.8%
+67.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -7.7% |
| 7D | -4.1% | +9.7% | -13.8% | -4.7% |
| 30D | -11.5% | -13.6% | +2.1% | -10.8% |
| 3M | +21.1% | -51.0% | +72.0% | +25.8% |
| 6M | +3.0% | +46.3% | -43.3% | -4.2% |
| YTD | -16.7% | +68.1% | -84.8% | -24.1% |
| 1Y | -8.3% | +113.9% | -122.2% | -18.7% |
| 3Y | +112.8% | +45.3% | +67.5% | +144.3% |
| All | +112.8% | +45.8% | +67.0% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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