-7.7%
SHOP vs P
+9.7%
-17.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.7% | -3.5% |
| 7D | +2.8% | -13.3% | +16.2% | +4.2% |
| 30D | -14.2% | -34.0% | +19.8% | -10.8% |
| 3M | -5.5% | +4.1% | -9.6% | -5.9% |
| 6M | +32.8% | +30.5% | +2.3% | +28.0% |
| YTD | -8.9% | +52.2% | -61.1% | -15.1% |
| 1Y | -7.7% | +10.3% | -18.0% | -12.5% |
| All | -7.7% | +9.7% | -17.5% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling