+520.8%
APP vs SHOP
+24.4%
+496.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.3% |
| 7D | +48.9% | -2.5% | +51.4% | +49.9% |
| 30D | +49.4% | -16.7% | +66.2% | +64.3% |
| 3M | +27.0% | -2.2% | +29.2% | +25.8% |
| 6M | -15.4% | +45.6% | -61.0% | -35.3% |
| YTD | -39.9% | -7.3% | -32.7% | -40.0% |
| 1Y | -32.0% | -6.1% | -25.9% | -32.8% |
| 3Y | +824.3% | +143.3% | +681.0% | +386.3% |
| 5Y | +252.4% | +0.2% | +252.3% | +131.9% |
| All | +520.8% | +24.4% | +496.4% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling