+31.6%
SHOP vs ROIV
+232.7%
-201.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.9% |
| 7D | -5.1% | +0.6% | -5.7% | -5.3% |
| 30D | +0.6% | +1.0% | -0.4% | +0.2% |
| 3M | +25.0% | +18.3% | +6.7% | +19.4% |
| 6M | +11.9% | +18.3% | -6.4% | +6.6% |
| YTD | -9.9% | +61.0% | -70.8% | -21.0% |
| 1Y | 0.0% | +177.9% | -177.9% | -24.0% |
| 3Y | +117.5% | +199.1% | -81.6% | +58.6% |
| 5Y | -6.6% | +250.7% | -257.4% | -44.1% |
| All | +31.6% | +232.7% | -201.0% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling