-4.3%
SHOP vs STZ
+17.1%
-21.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +2.3% |
| 7D | -2.7% | +3.4% | -6.1% | -2.5% |
| 30D | -11.0% | +19.6% | -30.6% | -9.0% |
| 3M | +0.3% | +8.0% | -7.7% | +0.8% |
| 6M | +37.7% | -0.3% | +38.0% | +34.8% |
| YTD | -5.5% | +8.6% | -14.1% | -9.1% |
| All | -4.3% | +17.1% | -21.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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