+3,667.6%
SHOP vs Z
+10.9%
+3,656.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +0.3% |
| 7D | -2.7% | -5.2% | +2.5% | -0.2% |
| 30D | -11.0% | +5.7% | -16.7% | -14.3% |
| 3M | +0.3% | -8.7% | +9.1% | +3.2% |
| 6M | +37.7% | -26.0% | +63.7% | +55.9% |
| YTD | -5.5% | -55.0% | +49.5% | +35.3% |
| 1Y | -0.2% | -58.0% | +57.8% | +47.2% |
| 3Y | +151.9% | -15.2% | +167.1% | +151.4% |
| 5Y | -2.2% | -53.8% | +51.6% | +28.3% |
| 10Y | +3,647.2% | -14.5% | +3,661.7% | +3,370.0% |
| All | +3,667.6% | +10.9% | +3,656.7% | +3,003.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling