+135.9%
SHOP vs ROIV
+357.5%
-221.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | -14.7% | +17.6% | -32.3% | -18.5% |
| 3M | -7.2% | +9.0% | -16.2% | -10.5% |
| 6M | +54.2% | +35.3% | +18.9% | +36.2% |
| YTD | -8.6% | +82.2% | -90.8% | -28.4% |
| 1Y | +0.5% | +92.3% | -91.8% | -23.5% |
| 3Y | +135.9% | +336.8% | -200.8% | +31.8% |
| All | +135.9% | +357.5% | -221.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 3y: compounded portfolio wealth divided by compounded ROIV 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…
3y analysis · Full analysis span regression · 6 months rolling