+214.5%
BAC vs SHOP
+3,574.1%
-3,359.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.1% |
| 7D | +1.5% | +2.1% | -0.6% | +1.2% |
| 30D | -6.4% | -16.8% | +10.5% | -4.1% |
| 3M | -21.7% | -2.4% | -19.3% | -21.8% |
| 6M | +0.5% | +47.0% | -46.5% | -6.0% |
| YTD | -6.7% | -8.8% | +2.1% | -7.5% |
| 1Y | -4.7% | -6.3% | +1.6% | -6.0% |
| 3Y | +96.1% | +139.3% | -43.2% | +64.6% |
| 5Y | +21.7% | -12.1% | +33.8% | +6.1% |
| All | +214.5% | +3,574.1% | -3,359.6% | +61.1% |
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