+115.0%
T vs SHOP
+8,434.7%
-8,319.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 6M | -9.3% | +11.9% | -21.2% | -9.9% |
| YTD | +7.1% | -9.9% | +17.0% | +7.1% |
| 1Y | -9.1% | 0.0% | -9.0% | -9.7% |
| 3Y | +105.3% | +117.5% | -12.2% | +93.6% |
| 5Y | +66.8% | -6.6% | +73.5% | +57.3% |
| 10Y | +66.8% | +3,320.3% | -3,253.5% | +32.7% |
| All | +115.0% | +8,434.7% | -8,319.7% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling