+8,434.7%
SHOP vs ON
+482.9%
+7,951.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -5.1% | +2.4% | -7.5% | -6.1% |
| 30D | +0.6% | -3.3% | +3.9% | +1.7% |
| 3M | +25.0% | -43.6% | +68.6% | +51.4% |
| 6M | +11.9% | +19.0% | -7.0% | -7.5% |
| YTD | -9.9% | +37.4% | -47.2% | -31.4% |
| 1Y | 0.0% | +54.8% | -54.8% | -28.7% |
| 3Y | +117.5% | -25.2% | +142.7% | +98.3% |
| 5Y | -6.6% | +62.7% | -69.4% | -40.2% |
| 10Y | +3,320.3% | +574.3% | +2,746.0% | +992.8% |
| All | +8,434.7% | +482.9% | +7,951.8% | +2,349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling