-2.2%
SHOP vs STZ
-27.6%
+25.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.3% |
| 7D | -2.7% | +3.4% | -6.1% | -3.7% |
| 30D | -11.0% | +19.6% | -30.6% | -16.2% |
| 3M | +0.3% | +8.0% | -7.7% | -2.4% |
| 6M | +37.7% | -0.3% | +38.0% | +37.2% |
| YTD | -5.5% | +8.6% | -14.1% | -12.1% |
| 1Y | -0.2% | +17.3% | -17.6% | -11.0% |
| 3Y | +151.9% | -34.7% | +186.6% | +193.0% |
| 5Y | -2.2% | -27.6% | +25.4% | +4.0% |
| All | -2.2% | -27.6% | +25.4% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling