+112.8%
SHOP vs PSX
+138.7%
-25.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.6% | -9.2% | -8.1% |
| 7D | -4.1% | +2.8% | -6.9% | -5.0% |
| 30D | -11.5% | +27.8% | -39.3% | -18.9% |
| 3M | +21.1% | +42.0% | -21.0% | +6.3% |
| 6M | +3.0% | +58.1% | -55.1% | -14.4% |
| YTD | -16.7% | +105.0% | -121.7% | -39.4% |
| 1Y | -8.3% | +104.9% | -113.2% | -34.1% |
| 3Y | +112.8% | +134.1% | -21.2% | +25.5% |
| All | +112.8% | +138.7% | -25.8% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling