+120.5%
SHOP vs REPL
-22.6%
+143.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -5.1% |
| 30D | +0.6% | +27.1% | -26.5% | +0.5% |
| 3M | +25.0% | +52.4% | -27.3% | +25.1% |
| 6M | +11.9% | +107.4% | -95.5% | +10.1% |
| YTD | -9.9% | +54.7% | -64.6% | -10.9% |
| 1Y | 0.0% | +158.9% | -158.9% | -2.5% |
| All | +120.5% | -22.6% | +143.1% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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