-2.9%
SHOP vs P
+247.4%
-250.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | 0.0% | +2.2% |
| 7D | -5.4% | -23.8% | +18.4% | +4.2% |
| 30D | -10.3% | -36.6% | +26.3% | +5.8% |
| 3M | +1.0% | +10.9% | -9.9% | -7.5% |
| 6M | +41.2% | +30.0% | +11.2% | +14.3% |
| YTD | -7.5% | +44.4% | -51.9% | -30.5% |
| 1Y | -4.6% | +3.9% | -8.5% | -18.7% |
| 3Y | +146.4% | +176.6% | -30.2% | -6.7% |
| All | -2.9% | +247.4% | -250.3% | -69.7% |
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