-5.6%
SHOP vs STZ
-33.3%
+27.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -5.1% | -1.9% | -3.2% | -4.5% |
| 30D | +0.6% | -1.9% | +2.5% | +1.1% |
| 3M | +25.0% | -6.2% | +31.3% | +27.2% |
| 6M | +11.9% | -14.0% | +25.9% | +16.1% |
| YTD | -9.9% | -5.1% | -4.7% | -12.2% |
| 1Y | 0.0% | -9.6% | +9.5% | -0.6% |
| 3Y | +117.5% | -47.2% | +164.7% | +180.4% |
| All | -5.6% | -33.3% | +27.7% | +9.3% |
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