+112.8%
SHOP vs ROST
+97.9%
+15.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.3% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -11.5% | -10.0% | -1.5% | -5.4% |
| 3M | +21.1% | +1.2% | +19.8% | +19.6% |
| 6M | +3.0% | +8.9% | -6.0% | -4.7% |
| YTD | -16.7% | +28.1% | -44.8% | -31.9% |
| 1Y | -8.3% | +53.0% | -61.2% | -35.2% |
| 3Y | +112.8% | +97.9% | +15.0% | +13.5% |
| All | +112.8% | +97.9% | +15.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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