+668.0%
BE vs SHOP
+776.0%
-108.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +10.8% | -1.2% | +12.0% | +11.6% |
| 30D | -19.8% | -14.7% | -5.1% | -14.3% |
| 3M | -18.7% | -7.2% | -11.5% | -17.2% |
| 6M | -33.7% | +54.2% | -87.9% | -48.0% |
| YTD | +121.0% | -8.6% | +129.6% | +110.5% |
| 1Y | +85.4% | +0.5% | +84.9% | +69.3% |
| 3Y | +1,709.5% | +135.9% | +1,573.6% | +922.5% |
| 5Y | +462.2% | -11.9% | +474.1% | +331.5% |
| All | +668.0% | +776.0% | -108.0% | +150.6% |
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