-7.4%
T vs SHOP
-6.7%
-0.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.5% |
| 7D | +2.6% | +2.8% | -0.3% | +2.8% |
| 30D | -1.1% | -14.2% | +13.1% | -1.9% |
| 3M | -7.7% | -5.5% | -2.2% | -8.1% |
| 6M | -10.6% | +32.8% | -43.4% | -8.7% |
| YTD | -7.5% | -8.9% | +1.5% | -7.2% |
| 1Y | -7.4% | -7.7% | +0.3% | -7.0% |
| All | -7.4% | -6.7% | -0.7% | -7.0% |
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