-5.9%
SHOP vs RF
+42.4%
-48.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -3.9% | -4.5% |
| 7D | -13.9% | -1.6% | -12.2% | -12.6% |
| 30D | -12.6% | +5.0% | -17.6% | -15.6% |
| 3M | -0.3% | -10.0% | +9.6% | +7.6% |
| 6M | +33.6% | +3.3% | +30.2% | +29.6% |
| YTD | -10.7% | +7.9% | -18.6% | -17.1% |
| 1Y | -11.8% | +21.2% | -33.0% | -25.2% |
| 3Y | +133.9% | +105.8% | +28.0% | +31.1% |
| 5Y | -5.9% | +43.7% | -49.7% | -32.0% |
| All | -5.9% | +42.4% | -48.4% | -32.0% |
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