-8.3%
SHOP vs STRL
+73.8%
-82.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.2% | -10.8% | -7.4% |
| 7D | -4.1% | +10.1% | -14.2% | -3.5% |
| 30D | -11.5% | -8.2% | -3.3% | -11.9% |
| 3M | +21.1% | -43.7% | +64.7% | +19.0% |
| 6M | +3.0% | +27.1% | -24.1% | -5.1% |
| YTD | -16.7% | +64.0% | -80.7% | -30.7% |
| 1Y | -8.3% | +75.2% | -83.4% | -23.1% |
| All | -8.3% | +73.8% | -82.1% | -23.1% |
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