+233.0%
BAC vs SHOP
+3,642.7%
-3,409.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | -1.9% | -2.5% | +0.6% | -1.5% |
| 30D | -7.2% | -16.7% | +9.6% | -4.9% |
| 3M | -20.4% | -2.2% | -18.2% | -20.6% |
| 6M | +1.3% | +45.6% | -44.3% | -5.1% |
| YTD | -6.4% | -7.3% | +0.9% | -7.4% |
| 1Y | -3.5% | -6.1% | +2.6% | -4.9% |
| 3Y | +96.7% | +143.3% | -46.6% | +64.9% |
| 5Y | +20.6% | +0.2% | +20.4% | +3.5% |
| 10Y | +233.0% | +3,663.5% | -3,430.5% | +86.0% |
| All | +233.0% | +3,642.7% | -3,409.7% | +86.0% |
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