-5.6%
SHOP vs P
+276.6%
-282.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -5.1% | +6.5% | -11.6% | -7.6% |
| 30D | +0.6% | +18.8% | -18.2% | -8.0% |
| 3M | +25.0% | +26.7% | -1.7% | +9.0% |
| 6M | +11.9% | +62.2% | -50.3% | -16.7% |
| YTD | -9.9% | +48.5% | -58.4% | -31.1% |
| 1Y | 0.0% | +26.4% | -26.4% | -21.0% |
| 3Y | +117.5% | +159.4% | -41.9% | -9.3% |
| All | -5.6% | +276.6% | -282.2% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling