-6.4%
T vs SHOP
-6.2%
-0.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.3% | -5.3% | +2.4% |
| 7D | +5.5% | -9.0% | +14.5% | +4.9% |
| 30D | -8.9% | -4.4% | -4.5% | -9.2% |
| 3M | -5.6% | +24.1% | -29.7% | -4.4% |
| 6M | -14.3% | +20.0% | -34.3% | -13.3% |
| YTD | -7.9% | -4.9% | -3.0% | -7.5% |
| 1Y | -6.4% | -4.9% | -1.5% | -5.8% |
| All | -6.4% | -6.2% | -0.3% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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