-4.9%
SHOP vs XYZ
+19.9%
-24.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +15.3% | -8.0% | -2.2% |
| 7D | -9.0% | +16.5% | -25.5% | -17.6% |
| 30D | -4.4% | +15.0% | -19.4% | -12.7% |
| 3M | +24.1% | +3.5% | +20.6% | +20.7% |
| 6M | +20.0% | +21.9% | -1.9% | +6.1% |
| YTD | -4.9% | +34.6% | -39.6% | -19.4% |
| 1Y | -4.9% | +20.7% | -25.7% | -15.7% |
| All | -4.9% | +19.9% | -24.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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