-5.6%
SHOP vs REPL
-54.3%
+48.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -5.0% |
| 30D | +0.6% | +27.1% | -26.5% | -0.5% |
| 3M | +25.0% | +52.4% | -27.3% | +20.6% |
| 6M | +11.9% | +107.4% | -95.5% | +0.3% |
| YTD | -9.9% | +54.7% | -64.6% | -17.6% |
| 1Y | 0.0% | +158.9% | -158.9% | -15.2% |
| 3Y | +117.5% | -23.7% | +141.2% | +85.5% |
| All | -5.6% | -54.3% | +48.7% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling