-2.9%
SHOP vs S
-67.4%
+64.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.7% |
| 7D | -5.4% | -13.4% | +8.0% | +2.1% |
| 30D | -10.3% | -14.0% | +3.7% | -3.4% |
| 3M | +1.0% | +4.9% | -3.9% | -4.1% |
| 6M | +41.2% | +42.0% | -0.8% | +11.6% |
| YTD | -7.5% | +45.1% | -52.6% | -28.7% |
| 1Y | -4.6% | +33.1% | -37.6% | -23.5% |
| 3Y | +146.4% | +40.6% | +105.8% | +71.6% |
| All | -2.9% | -67.4% | +64.5% | +42.8% |
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