+4,826.7%
SHOP vs XYZ
+638.9%
+4,187.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -5.1% | -1.0% | -4.1% | -4.6% |
| 30D | +0.6% | -1.7% | +2.3% | +1.3% |
| 3M | +25.0% | +16.7% | +8.3% | +13.9% |
| 6M | +11.9% | +26.9% | -14.9% | -2.8% |
| YTD | -9.9% | +27.1% | -37.0% | -23.0% |
| 1Y | 0.0% | +9.3% | -9.3% | -7.1% |
| 3Y | +117.5% | +42.3% | +75.2% | +58.8% |
| 5Y | -6.6% | -69.3% | +62.7% | +52.8% |
| 10Y | +3,320.3% | +586.8% | +2,733.5% | +1,513.7% |
| All | +4,826.7% | +638.9% | +4,187.7% | +2,011.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling