+7,358.2%
SHOP vs NYT
+423.1%
+6,935.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.4% | -4.4% |
| 7D | -10.6% | -1.6% | -9.0% | -9.9% |
| 30D | -18.3% | +2.8% | -21.1% | -19.5% |
| 3M | +14.8% | -9.2% | +24.0% | +18.4% |
| 6M | -5.0% | -17.1% | +12.1% | +2.3% |
| YTD | -21.2% | -3.2% | -18.0% | -22.1% |
| 1Y | -11.6% | +15.7% | -27.3% | -21.3% |
| 3Y | +101.2% | +55.7% | +45.5% | +51.2% |
| 5Y | -15.7% | +39.4% | -55.1% | -35.1% |
| 10Y | +2,989.4% | +485.6% | +2,503.9% | +1,208.2% |
| All | +7,358.2% | +423.1% | +6,935.1% | +3,111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 all: compounded portfolio wealth divided by compounded NYT 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…
all analysis · Full analysis span regression · 6 months rolling