+391.8%
BAC vs SHOP
+3,040.5%
-2,648.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | +0.6% |
| 7D | +1.2% | -4.1% | +5.2% | +1.7% |
| 30D | -0.7% | -11.5% | +10.8% | +0.8% |
| 3M | +16.9% | +21.1% | -4.1% | +13.1% |
| 6M | +29.6% | +3.0% | +26.6% | +27.3% |
| YTD | +15.3% | -16.7% | +31.9% | +16.1% |
| 1Y | +28.8% | -8.3% | +37.1% | +27.5% |
| 3Y | +136.4% | +112.8% | +23.6% | +102.1% |
| 5Y | +72.9% | -9.3% | +82.2% | +50.9% |
| 10Y | +391.8% | +3,003.4% | -2,611.7% | +182.5% |
| All | +391.8% | +3,040.5% | -2,648.7% | +182.5% |
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