-5.6%
SHOP vs PATH
-76.4%
+70.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.6% | +16.1% | +8.4% |
| 7D | -5.1% | -16.3% | +11.2% | +3.1% |
| 30D | +0.6% | +9.9% | -9.3% | -6.2% |
| 3M | +25.0% | +30.2% | -5.1% | +5.7% |
| 6M | +11.9% | +37.2% | -25.3% | -9.1% |
| YTD | -9.9% | -7.3% | -2.5% | -10.6% |
| 1Y | 0.0% | +40.0% | -40.0% | -27.4% |
| 3Y | +117.5% | -4.4% | +121.9% | +69.0% |
| All | -5.6% | -76.4% | +70.8% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling