+528.8%
APP vs SHOP
+26.7%
+502.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +3.6% |
| 7D | +79.2% | -2.7% | +81.8% | +79.6% |
| 30D | +48.0% | -11.0% | +59.0% | +56.4% |
| 3M | +18.2% | +0.3% | +17.9% | +15.4% |
| 6M | -12.5% | +37.7% | -50.2% | -31.1% |
| YTD | -39.2% | -5.5% | -33.6% | -39.9% |
| 1Y | -33.9% | -0.2% | -33.6% | -36.9% |
| 3Y | +933.3% | +151.9% | +781.4% | +433.3% |
| 5Y | +295.9% | -2.2% | +298.1% | +163.0% |
| All | +528.8% | +26.7% | +502.1% | +268.8% |
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 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