+0.2%
SHOP vs RMBS
+249.4%
-249.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | -0.2% |
| 7D | -2.5% | +3.0% | -5.4% | -4.0% |
| 30D | -16.7% | -15.5% | -1.2% | -12.5% |
| 3M | -2.2% | -11.5% | +9.3% | -0.1% |
| 6M | +45.6% | -36.5% | +82.1% | +59.7% |
| YTD | -7.3% | -7.1% | -0.2% | -22.6% |
| 1Y | -6.1% | -18.7% | +12.6% | -16.7% |
| 3Y | +143.3% | +36.2% | +107.2% | +38.3% |
| 5Y | +0.2% | +252.0% | -251.8% | -81.0% |
| All | +0.2% | +249.4% | -249.3% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling