-11.2%
SHOP vs RSG
+99.6%
-110.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | +2.5% | -3.7% | -2.4% |
| 30D | -14.7% | +12.7% | -27.5% | -19.8% |
| 3M | -7.2% | +17.9% | -25.1% | -14.8% |
| 6M | +54.2% | +25.0% | +29.2% | +36.8% |
| YTD | -8.6% | +20.8% | -29.4% | -18.1% |
| 1Y | +0.5% | +24.3% | -23.8% | -11.6% |
| 3Y | +135.9% | +65.3% | +70.7% | +62.9% |
| All | -11.2% | +99.6% | -110.8% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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