-9.3%
SHOP vs ON
+57.7%
-67.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.4% | -3.1% | -5.6% |
| 7D | -4.1% | -2.2% | -1.9% | -3.1% |
| 30D | -11.5% | -12.4% | +0.9% | -6.5% |
| 3M | +21.1% | -41.2% | +62.3% | +45.5% |
| 6M | +3.0% | +25.0% | -22.0% | -20.9% |
| YTD | -16.7% | +31.3% | -48.0% | -39.0% |
| 1Y | -8.3% | +45.4% | -53.7% | -37.5% |
| 3Y | +112.8% | -27.4% | +140.2% | +93.5% |
| 5Y | -9.3% | +58.5% | -67.7% | -54.9% |
| All | -9.3% | +57.7% | -67.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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