+22.6%
BAC vs SHOP
-11.0%
+33.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +3.2% | -1.2% | +4.5% | +3.4% |
| 30D | -0.7% | -14.7% | +14.0% | +1.6% |
| 3M | -20.0% | -7.2% | -12.8% | -19.5% |
| 6M | +3.4% | +54.2% | -50.8% | -4.8% |
| YTD | -5.7% | -8.6% | +2.9% | -6.6% |
| 1Y | -1.4% | +0.5% | -2.0% | -4.0% |
| 3Y | +97.9% | +135.9% | -38.0% | +62.3% |
| All | +22.6% | -11.0% | +33.6% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling