+137.9%
SHOP vs PL
+403.1%
-265.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -10.1% | +4.1% | -4.5% |
| 7D | -13.9% | -20.5% | +6.7% | -10.9% |
| 30D | -12.6% | -38.8% | +26.2% | -6.2% |
| 3M | -0.3% | -49.1% | +48.8% | +9.7% |
| 6M | +33.6% | -69.4% | +102.9% | +55.2% |
| YTD | -10.7% | -42.3% | +31.6% | -10.2% |
| 1Y | -11.8% | -14.2% | +2.4% | -19.1% |
| All | +137.9% | +403.1% | -265.2% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling