+67.7%
T vs SHOP
-6.7%
+74.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | -5.1% | +3.8% | -1.1% |
| 30D | +11.4% | +0.6% | +10.8% | +11.3% |
| 3M | +14.3% | +25.0% | -10.7% | +13.3% |
| 6M | -9.3% | +11.9% | -21.2% | -9.9% |
| YTD | +7.1% | -9.9% | +17.0% | +7.2% |
| 1Y | -9.1% | 0.0% | -9.0% | -9.6% |
| 3Y | +105.3% | +117.5% | -12.2% | +91.0% |
| All | +67.7% | -6.7% | +74.3% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling