-5.9%
SHOP vs PL
+11.6%
-17.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -10.1% | +4.1% | -3.5% |
| 7D | -13.9% | -20.5% | +6.7% | -9.0% |
| 30D | -12.6% | -38.8% | +26.2% | -1.6% |
| 3M | -0.3% | -49.1% | +48.8% | +16.9% |
| 6M | +33.6% | -69.4% | +102.9% | +70.9% |
| YTD | -10.7% | -42.3% | +31.6% | -9.8% |
| 1Y | -11.8% | -14.2% | +2.4% | -23.3% |
| 3Y | +133.9% | +398.7% | -264.8% | -16.3% |
| 5Y | -5.9% | +11.1% | -17.1% | -48.7% |
| All | -5.9% | +11.6% | -17.5% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling