-12.1%
SHOP vs ROIV
+413.4%
-425.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | -0.5% |
| 7D | +2.1% | +9.2% | -7.1% | -0.2% |
| 30D | -16.8% | +19.9% | -36.8% | -20.6% |
| 3M | -2.4% | +10.6% | -13.0% | -6.0% |
| 6M | +47.0% | +36.1% | +10.9% | +33.0% |
| YTD | -8.8% | +84.3% | -93.1% | -24.7% |
| 1Y | -6.3% | +87.6% | -93.8% | -23.1% |
| 3Y | +139.3% | +353.9% | -214.6% | +52.9% |
| 5Y | -12.1% | +376.1% | -388.2% | -59.4% |
| All | -12.1% | +413.4% | -425.4% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling