-9.3%
SHOP vs PM
+122.3%
-131.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.2% | -8.8% | -7.7% |
| 7D | -4.1% | -1.3% | -2.8% | -4.0% |
| 30D | -11.5% | -2.6% | -9.0% | -11.4% |
| 3M | +21.1% | +5.8% | +15.3% | +20.8% |
| 6M | +3.0% | +10.6% | -7.6% | +2.0% |
| YTD | -16.7% | +17.2% | -33.9% | -18.5% |
| 1Y | -8.3% | +17.6% | -25.9% | -10.5% |
| 3Y | +112.8% | +124.3% | -11.4% | +64.0% |
| 5Y | -9.3% | +125.1% | -134.3% | -30.8% |
| All | -9.3% | +122.3% | -131.5% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling