+4,012.4%
SHOP vs P
+469.1%
+3,543.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | 0.0% | +2.3% |
| 7D | -5.4% | -23.8% | +18.4% | +3.6% |
| 30D | -10.3% | -36.6% | +26.3% | +4.6% |
| 3M | +1.0% | +10.9% | -9.9% | -6.5% |
| 6M | +41.2% | +30.0% | +11.2% | +17.6% |
| YTD | -7.5% | +44.4% | -51.9% | -27.4% |
| 1Y | -4.6% | +3.9% | -8.5% | -16.9% |
| 3Y | +146.4% | +176.6% | -30.2% | +28.4% |
| 5Y | -2.5% | +249.3% | -251.8% | -53.2% |
| 10Y | +3,703.6% | +726.9% | +2,976.7% | +1,276.1% |
| All | +4,012.4% | +469.1% | +3,543.3% | +1,382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling