-2.9%
SHOP vs Z
-55.4%
+52.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +5.2% |
| 7D | -5.4% | -4.6% | -0.9% | -2.8% |
| 30D | -10.3% | +8.3% | -18.6% | -16.9% |
| 3M | +1.0% | -11.6% | +12.6% | +6.7% |
| 6M | +41.2% | -33.6% | +74.9% | +79.5% |
| YTD | -7.5% | -56.7% | +49.2% | +56.3% |
| 1Y | -4.6% | -59.1% | +54.6% | +66.9% |
| 3Y | +146.4% | -20.4% | +166.8% | +122.4% |
| All | -2.9% | -55.4% | +52.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling