+135.9%
SHOP vs PSX
+157.7%
-21.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | 0.0% |
| 7D | -1.2% | +7.8% | -9.0% | -3.2% |
| 30D | -14.7% | -10.9% | -3.8% | -12.3% |
| 3M | -7.2% | +14.5% | -21.7% | -12.1% |
| 6M | +54.2% | +56.1% | -1.9% | +30.3% |
| YTD | -8.6% | +109.6% | -118.2% | -33.9% |
| 1Y | +0.5% | +95.5% | -95.0% | -25.1% |
| 3Y | +135.9% | +156.2% | -20.2% | +51.2% |
| All | +135.9% | +157.7% | -21.7% | +51.2% |
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