-6.1%
SHOP vs STRL
-20.9%
+14.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +2.2% |
| 7D | -2.5% | +7.1% | -9.6% | -1.9% |
| 30D | -16.7% | -39.4% | +22.7% | -20.4% |
| 3M | -2.2% | -43.0% | +40.8% | -6.9% |
| 6M | +45.6% | -65.0% | +110.6% | +34.3% |
| YTD | -7.3% | -0.8% | -6.5% | -22.2% |
| 1Y | -6.1% | -20.3% | +14.2% | -13.3% |
| All | -6.1% | -20.9% | +14.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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