+45.6%
SHOP vs ON
-28.3%
+73.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | +1.8% |
| 7D | -2.5% | +3.3% | -5.8% | -2.5% |
| 30D | -16.7% | -3.1% | -13.6% | -16.9% |
| 3M | -2.2% | -9.2% | +7.0% | -2.9% |
| 6M | +45.6% | -31.4% | +76.9% | +43.5% |
| All | +45.6% | -28.3% | +73.9% | +43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling