-2.2%
SHOP vs RF
+46.7%
-48.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +0.5% |
| 7D | -2.7% | -0.1% | -2.5% | -2.4% |
| 30D | -11.0% | +7.0% | -18.0% | -15.2% |
| 3M | +0.3% | -7.0% | +7.3% | +5.8% |
| 6M | +37.7% | +6.8% | +30.9% | +30.4% |
| YTD | -5.5% | +9.9% | -15.4% | -13.5% |
| 1Y | -0.2% | +21.1% | -21.4% | -15.2% |
| 3Y | +151.9% | +119.6% | +32.3% | +34.3% |
| 5Y | -2.2% | +46.2% | -48.4% | -29.4% |
| All | -2.2% | +46.7% | -48.9% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling