+3,869.9%
SHOP vs P
+449.6%
+3,420.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -16.4% | +10.3% | 0.0% |
| 7D | -13.9% | -31.9% | +18.0% | -1.7% |
| 30D | -12.6% | -36.5% | +23.9% | +1.8% |
| 3M | -0.3% | +11.6% | -11.9% | -8.0% |
| 6M | +33.6% | +25.2% | +8.4% | +12.8% |
| YTD | -10.7% | +39.4% | -50.1% | -29.0% |
| 1Y | -11.8% | -3.7% | -8.1% | -20.8% |
| 3Y | +133.9% | +167.3% | -33.4% | +23.3% |
| 5Y | -5.9% | +237.3% | -243.3% | -54.2% |
| 10Y | +3,571.8% | +698.6% | +2,873.1% | +1,245.3% |
| All | +3,869.9% | +449.6% | +3,420.3% | +1,349.7% |
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 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