+206.3%
SHOP vs NXT
+246.1%
-39.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.7% | +15.1% | -17.8% | -4.9% |
| 30D | -11.0% | +21.8% | -32.8% | -14.1% |
| 3M | +0.3% | +1.6% | -1.3% | -0.4% |
| 6M | +37.7% | -16.7% | +54.4% | +39.2% |
| YTD | -5.5% | +20.4% | -25.9% | -13.1% |
| 1Y | -0.2% | +0.2% | -0.5% | -4.8% |
| 3Y | +151.9% | +208.7% | -56.8% | +72.2% |
| All | +206.3% | +246.1% | -39.7% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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