+78.0%
V vs SHOP
+140.2%
-62.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | +9.0% | -14.7% | +23.7% | +10.8% |
| 3M | +16.7% | -7.2% | +23.9% | +17.3% |
| 6M | +33.4% | +54.2% | -20.8% | +26.1% |
| YTD | +22.4% | -8.6% | +31.0% | +21.7% |
| 1Y | +27.7% | +0.5% | +27.2% | +25.5% |
| 3Y | +78.0% | +135.9% | -58.0% | +59.7% |
| All | +78.0% | +140.2% | -62.2% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling