-6.1%
SHOP vs RACE
+0.7%
-6.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -2.5% | -3.9% | +1.4% | -0.1% |
| 30D | -16.7% | +6.8% | -23.5% | -19.9% |
| 3M | -2.2% | +1.3% | -3.5% | -3.1% |
| 6M | +45.6% | +26.3% | +19.3% | +26.5% |
| YTD | -7.3% | +13.8% | -21.1% | -19.2% |
| 1Y | -6.1% | -0.5% | -5.6% | -17.2% |
| All | -6.1% | +0.7% | -6.7% | -17.2% |
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