+377.9%
BAC vs SHOP
+8,434.7%
-8,056.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +1.1% | -5.1% | +6.2% | +1.8% |
| 30D | -0.4% | +0.6% | -1.0% | -0.6% |
| 3M | +16.9% | +25.0% | -8.1% | +12.8% |
| 6M | +26.6% | +11.9% | +14.7% | +23.1% |
| YTD | +15.8% | -9.9% | +25.7% | +15.5% |
| 1Y | +27.2% | 0.0% | +27.2% | +24.6% |
| 3Y | +132.4% | +117.5% | +14.9% | +100.1% |
| 5Y | +72.6% | -6.6% | +79.2% | +51.7% |
| 10Y | +389.7% | +3,320.3% | -2,930.6% | +172.7% |
| All | +377.9% | +8,434.7% | -8,056.8% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling