-11.6%
SHOP vs PM
+18.7%
-30.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.3% |
| 7D | -10.6% | -1.2% | -9.4% | -10.9% |
| 30D | -18.3% | -0.2% | -18.1% | -18.2% |
| 3M | +14.8% | +4.9% | +9.9% | +18.3% |
| 6M | -5.0% | +9.0% | -14.1% | -0.9% |
| YTD | -21.2% | +17.8% | -39.0% | -13.9% |
| 1Y | -11.6% | +16.8% | -28.4% | -4.5% |
| All | -11.6% | +18.7% | -30.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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