+33.6%
SHOP vs PATH
+19.6%
+14.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.7% | -2.4% | -4.2% |
| 7D | -13.9% | -5.6% | -8.3% | -11.2% |
| 30D | -12.6% | -0.7% | -11.9% | -12.1% |
| 3M | -0.3% | -5.9% | +5.5% | -2.1% |
| 6M | +33.6% | +21.6% | +12.0% | +8.1% |
| All | +33.6% | +19.6% | +14.0% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling