-11.9%
SHOP vs SOLS
+21.2%
-33.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.4% | -0.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | +0.6% | +2.1% | -1.5% | +0.9% |
| 3M | +25.0% | -24.1% | +49.2% | +23.6% |
| 6M | +11.9% | -15.0% | +26.9% | +9.9% |
| YTD | -9.9% | +31.6% | -41.5% | -14.8% |
| All | -11.9% | +21.2% | -33.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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