+124.0%
SHOP vs S
+16.9%
+107.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.1% | -7.7% | +2.6% | -1.7% |
| 30D | +0.6% | -5.3% | +5.9% | +2.4% |
| 3M | +25.0% | +20.3% | +4.8% | +13.3% |
| 6M | +11.9% | +47.4% | -35.5% | -9.1% |
| YTD | -9.9% | +32.5% | -42.4% | -23.2% |
| 1Y | 0.0% | +9.5% | -9.6% | -7.7% |
| All | +124.0% | +16.9% | +107.0% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling