-8.3%
SHOP vs RSP
+16.9%
-25.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.0% | -6.5% | -5.7% |
| 7D | -4.1% | -0.4% | -3.7% | -3.2% |
| 30D | -11.5% | -1.5% | -10.0% | -8.8% |
| 3M | +21.1% | +4.8% | +16.3% | +11.9% |
| 6M | +3.0% | +10.3% | -7.3% | -13.6% |
| YTD | -16.7% | +14.1% | -30.8% | -34.5% |
| 1Y | -8.3% | +17.0% | -25.3% | -30.4% |
| All | -8.3% | +16.9% | -25.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 1y: compounded portfolio wealth divided by compounded RSP 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…
1y analysis · Full analysis span regression · 6 months rolling