+135.9%
SHOP vs P
+197.6%
-61.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -1.2% | +11.6% | -12.8% | -4.0% |
| 30D | -14.7% | -23.7% | +8.9% | -9.6% |
| 3M | -7.2% | -8.0% | +0.8% | -6.9% |
| 6M | +54.2% | +27.9% | +26.3% | +38.4% |
| YTD | -8.6% | +61.2% | -69.8% | -25.2% |
| 1Y | +0.5% | +28.6% | -28.1% | -13.9% |
| 3Y | +135.9% | +200.5% | -64.5% | +48.4% |
| All | +135.9% | +197.6% | -61.6% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling