+170.1%
SHOP vs NXT
+181.9%
-11.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.1% | -8.7% | -7.8% |
| 7D | -4.1% | +2.9% | -7.0% | -4.5% |
| 30D | -11.5% | -17.2% | +5.7% | -8.8% |
| 3M | +21.1% | -32.0% | +53.0% | +27.8% |
| 6M | +3.0% | -15.8% | +18.8% | +2.5% |
| YTD | -16.7% | -1.9% | -14.8% | -20.4% |
| 1Y | -8.3% | +22.5% | -30.8% | -16.6% |
| 3Y | +112.8% | +100.5% | +12.3% | +61.2% |
| All | +170.1% | +181.9% | -11.8% | +74.2% |
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