-4.9%
SHOP vs PL
-0.6%
-4.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.4% | +13.7% | +7.7% |
| 7D | -9.0% | -11.7% | +2.7% | -8.4% |
| 30D | -4.4% | -27.1% | +22.7% | -2.8% |
| 3M | +24.1% | -44.6% | +68.7% | +27.8% |
| 6M | +20.0% | -67.2% | +87.2% | +26.7% |
| YTD | -4.9% | -35.9% | +30.9% | -6.5% |
| 1Y | -4.9% | -0.4% | -4.5% | -10.3% |
| All | -4.9% | -0.6% | -4.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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