+54.5%
T vs SHOP
-3.7%
+58.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.0% |
| 7D | +1.0% | -5.4% | +6.5% | +1.2% |
| 30D | -10.6% | -10.3% | -0.3% | -10.4% |
| 3M | -7.7% | +1.0% | -8.7% | -7.9% |
| 6M | -13.3% | +41.2% | -54.5% | -14.6% |
| YTD | -8.8% | -7.5% | -1.3% | -8.9% |
| 1Y | -8.4% | -4.6% | -3.8% | -8.7% |
| 3Y | +59.6% | +146.4% | -86.8% | +47.7% |
| All | +54.5% | -3.7% | +58.2% | +34.6% |
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