+8,659.4%
SHOP vs PM
+301.1%
+8,358.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.0% |
| 7D | -5.4% | -5.2% | -0.2% | -4.3% |
| 30D | -10.3% | +2.7% | -13.0% | -10.9% |
| 3M | +1.0% | +5.2% | -4.2% | -0.2% |
| 6M | +41.2% | +17.0% | +24.2% | +35.7% |
| YTD | -7.5% | +25.5% | -33.0% | -13.3% |
| 1Y | -4.6% | +35.5% | -40.1% | -12.5% |
| 3Y | +146.4% | +143.9% | +2.5% | +82.4% |
| 5Y | -2.5% | +161.8% | -164.4% | -30.1% |
| 10Y | +3,703.6% | +235.9% | +3,467.7% | +2,236.4% |
| All | +8,659.4% | +301.1% | +8,358.3% | +4,490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling