0.0%
SHOP vs PATH
+39.0%
-39.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.6% | +16.1% | +5.1% |
| 7D | -5.1% | -16.3% | +11.2% | +0.2% |
| 30D | +0.6% | +9.9% | -9.3% | -3.9% |
| 3M | +25.0% | +30.2% | -5.1% | +11.8% |
| 6M | +11.9% | +37.2% | -25.3% | -2.0% |
| YTD | -9.9% | -7.3% | -2.5% | -15.1% |
| 1Y | 0.0% | +40.0% | -40.0% | -16.3% |
| All | 0.0% | +39.0% | -39.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling