-11.2%
SHOP vs RMBS
+11.7%
-22.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | -11.2% | +1.8% | -13.0% | -11.4% |
| 30D | -14.4% | -13.9% | -0.5% | -13.3% |
| 3M | +16.6% | -39.8% | +56.4% | +22.3% |
| 6M | -0.6% | -6.0% | +5.4% | -8.8% |
| YTD | -20.0% | -5.4% | -14.6% | -27.7% |
| 1Y | -11.2% | -1.8% | -9.4% | -21.8% |
| All | -11.2% | +11.7% | -22.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling