-11.2%
SHOP vs XYZ
+7.1%
-18.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -11.2% | -4.3% | -6.9% | -8.6% |
| 30D | -14.4% | +1.2% | -15.6% | -14.8% |
| 3M | +16.6% | +14.6% | +1.9% | +7.2% |
| 6M | -0.6% | +22.6% | -23.1% | -11.6% |
| YTD | -20.0% | +21.7% | -41.7% | -27.9% |
| 1Y | -11.2% | +6.7% | -17.9% | -11.5% |
| All | -11.2% | +7.1% | -18.3% | -11.5% |
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