+124.0%
SHOP vs PM
+120.4%
+3.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.7% |
| 7D | -5.1% | -4.9% | -0.2% | -5.4% |
| 30D | +0.6% | -3.4% | +4.0% | +0.4% |
| 3M | +25.0% | +5.2% | +19.9% | +26.1% |
| 6M | +11.9% | +3.7% | +8.2% | +12.8% |
| YTD | -9.9% | +15.8% | -25.6% | -9.4% |
| 1Y | 0.0% | +17.4% | -17.4% | +0.6% |
| All | +124.0% | +120.4% | +3.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling