+54.2%
SHOP vs RMBS
-39.1%
+93.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.3% |
| 7D | -1.2% | +10.3% | -11.6% | -1.6% |
| 30D | -14.7% | -10.7% | -4.0% | -14.7% |
| 3M | -7.2% | -17.2% | +10.0% | -7.5% |
| 6M | +54.2% | -39.0% | +93.2% | +53.4% |
| All | +54.2% | -39.1% | +93.2% | +53.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling