-2.9%
SHOP vs PATH
-76.8%
+73.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -5.4% | -5.3% | -0.1% | -2.4% |
| 30D | -10.3% | -0.5% | -9.8% | -10.0% |
| 3M | +1.0% | -7.1% | +8.1% | +2.9% |
| 6M | +41.2% | +23.8% | +17.4% | +21.9% |
| YTD | -7.5% | -20.7% | +13.2% | -0.5% |
| 1Y | -4.6% | -8.1% | +3.5% | -8.5% |
| 3Y | +146.4% | -21.8% | +168.2% | +114.7% |
| All | -2.9% | -76.8% | +73.9% | +43.0% |
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