+135.9%
SHOP vs Z
-18.1%
+154.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.4% |
| 7D | -1.2% | +0.8% | -2.1% | -1.7% |
| 30D | -14.7% | +5.2% | -19.9% | -17.6% |
| 3M | -7.2% | -17.0% | +9.8% | +0.2% |
| 6M | +54.2% | -22.7% | +76.8% | +70.8% |
| YTD | -8.6% | -56.3% | +47.7% | +32.3% |
| 1Y | +0.5% | -57.7% | +58.2% | +47.1% |
| 3Y | +135.9% | -16.5% | +152.5% | +178.6% |
| All | +135.9% | -18.1% | +154.1% | +178.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling