-10.2%
SHOP vs P
-33.9%
+23.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -16.4% | +10.3% | -3.0% |
| 7D | -13.9% | -31.9% | +18.0% | -7.0% |
| 30D | -12.6% | -36.5% | +23.9% | -4.3% |
| All | -10.2% | -33.9% | +23.7% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1mo: compounded portfolio wealth divided by compounded P 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…
1mo analysis · Full analysis span regression · Available span rolling