-11.8%
SHOP vs PATH
-9.8%
-2.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.7% | -2.4% | -4.6% |
| 7D | -13.9% | -5.6% | -8.3% | -11.7% |
| 30D | -12.6% | -0.7% | -11.9% | -12.2% |
| 3M | -0.3% | -5.9% | +5.5% | +0.3% |
| 6M | +33.6% | +21.6% | +12.0% | +20.7% |
| YTD | -10.7% | -20.6% | +9.9% | -14.1% |
| 1Y | -11.8% | -10.6% | -1.2% | -17.0% |
| All | -11.8% | -9.8% | -2.0% | -17.0% |
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