+18.0%
BAC vs SHOP
-3.3%
+21.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.2% |
| 7D | -1.2% | -5.4% | +4.3% | -0.4% |
| 30D | -7.7% | -10.3% | +2.7% | -6.3% |
| 3M | -21.2% | +1.0% | -22.2% | -21.7% |
| 6M | -6.8% | +41.2% | -48.1% | -13.0% |
| YTD | -8.7% | -7.5% | -1.2% | -9.7% |
| 1Y | -5.3% | -4.6% | -0.7% | -6.9% |
| 3Y | +87.4% | +146.4% | -59.0% | +53.3% |
| All | +18.0% | -3.3% | +21.3% | -10.5% |
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 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