-10.8%
SHOP vs PSX
+103.5%
-114.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.3% |
| 7D | -10.6% | +1.8% | -12.5% | -10.3% |
| 30D | -18.3% | +21.6% | -39.9% | -16.1% |
| 3M | +14.8% | +46.5% | -31.6% | +20.7% |
| 6M | -5.0% | +62.0% | -67.0% | +0.8% |
| YTD | -21.2% | +106.3% | -127.6% | -14.7% |
| All | -10.8% | +103.5% | -114.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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