0.0%
SHOP vs RACE
-16.2%
+16.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -5.1% | -2.5% | -2.6% | -3.9% |
| 30D | +0.6% | +0.8% | -0.2% | +0.2% |
| 3M | +25.0% | +17.2% | +7.9% | +16.7% |
| 6M | +11.9% | +13.6% | -1.7% | +4.2% |
| YTD | -9.9% | +12.2% | -22.1% | -17.1% |
| 1Y | 0.0% | -16.3% | +16.2% | -4.6% |
| All | 0.0% | -16.2% | +16.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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