-12.8%
SHOP vs PSX
+362.1%
-374.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -11.2% | +1.7% | -13.0% | -11.7% |
| 30D | -14.4% | +15.6% | -30.0% | -17.9% |
| 3M | +16.6% | +46.5% | -29.9% | +4.1% |
| 6M | -0.6% | +55.0% | -55.6% | -13.5% |
| YTD | -20.0% | +105.3% | -125.3% | -36.9% |
| 1Y | -11.2% | +101.6% | -112.8% | -30.0% |
| 3Y | +99.5% | +134.1% | -34.7% | +46.8% |
| All | -12.8% | +362.1% | -374.9% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling