-6.3%
SHOP vs Z
-61.0%
+54.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.5% |
| 7D | +2.1% | -4.9% | +7.0% | +4.7% |
| 30D | -16.8% | +3.0% | -19.8% | -19.2% |
| 3M | -2.4% | -13.4% | +11.0% | +4.1% |
| 6M | +47.0% | -27.3% | +74.3% | +72.3% |
| YTD | -8.8% | -57.8% | +49.0% | +45.8% |
| 1Y | -6.3% | -60.0% | +53.8% | +52.8% |
| All | -6.3% | -61.0% | +54.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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