-5.6%
SHOP vs S
-71.4%
+65.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -5.1% | -7.7% | +2.6% | -1.1% |
| 30D | +0.6% | -5.3% | +5.9% | +2.7% |
| 3M | +25.0% | +20.3% | +4.8% | +11.2% |
| 6M | +11.9% | +47.4% | -35.5% | -12.4% |
| YTD | -9.9% | +32.5% | -42.4% | -25.4% |
| 1Y | 0.0% | +9.5% | -9.6% | -9.1% |
| 3Y | +117.5% | +15.5% | +102.0% | +73.4% |
| All | -5.6% | -71.4% | +65.8% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling