+506.6%
APP vs SHOP
+22.2%
+484.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | 0.0% | -1.5% |
| 7D | +61.1% | +2.8% | +58.3% | +57.5% |
| 30D | +42.8% | -14.2% | +57.0% | +54.0% |
| 3M | +16.7% | -5.5% | +22.2% | +17.9% |
| 6M | -15.6% | +32.8% | -48.4% | -32.1% |
| YTD | -41.3% | -8.9% | -32.4% | -40.8% |
| 1Y | -39.3% | -7.7% | -31.6% | -39.4% |
| 3Y | +803.2% | +139.0% | +664.2% | +380.0% |
| 5Y | +313.2% | -0.5% | +313.7% | +173.5% |
| All | +506.6% | +22.2% | +484.4% | +263.2% |
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