+146.4%
SHOP vs RF
+104.8%
+41.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.8% |
| 7D | -5.4% | -0.9% | -4.5% | -4.6% |
| 30D | -10.3% | +6.0% | -16.3% | -13.8% |
| 3M | +1.0% | -8.9% | +9.9% | +7.9% |
| 6M | +41.2% | +2.3% | +38.9% | +38.1% |
| YTD | -7.5% | +7.6% | -15.0% | -13.9% |
| 1Y | -4.6% | +21.2% | -25.7% | -19.1% |
| 3Y | +146.4% | +108.5% | +37.9% | +59.5% |
| All | +146.4% | +104.8% | +41.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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