+35.1%
SHOP vs ROIV
+270.3%
-235.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | +2.1% |
| 7D | -5.4% | +5.3% | -10.8% | -6.5% |
| 30D | -10.3% | +11.9% | -22.2% | -12.6% |
| 3M | +1.0% | +10.7% | -9.7% | -2.5% |
| 6M | +41.2% | +34.9% | +6.3% | +29.1% |
| YTD | -7.5% | +79.2% | -86.7% | -21.7% |
| 1Y | -4.6% | +89.0% | -93.6% | -20.4% |
| 3Y | +146.4% | +337.3% | -190.9% | +66.0% |
| 5Y | -2.5% | +402.3% | -404.9% | -48.4% |
| All | +35.1% | +270.3% | -235.2% | -15.7% |
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