-6.1%
SHOP vs S
+38.7%
-44.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -2.5% | +1.2% | -3.7% | -3.1% |
| 30D | -16.7% | -7.3% | -9.4% | -14.5% |
| 3M | -2.2% | +5.9% | -8.1% | -6.0% |
| 6M | +45.6% | +45.6% | -0.1% | +18.7% |
| YTD | -7.3% | +58.5% | -65.8% | -29.4% |
| 1Y | -6.1% | +37.6% | -43.7% | -25.5% |
| All | -6.1% | +38.7% | -44.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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