+977.1%
BE vs SHOP
+655.1%
+322.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.6% | -0.6% |
| 7D | +23.9% | -10.6% | +34.6% | +29.4% |
| 30D | +27.8% | -18.3% | +46.1% | +38.2% |
| 3M | +3.7% | +14.8% | -11.1% | -6.1% |
| 6M | +78.0% | -5.0% | +83.0% | +69.5% |
| YTD | +209.9% | -21.2% | +231.1% | +216.5% |
| 1Y | +389.6% | -11.6% | +401.2% | +378.5% |
| 3Y | +1,730.6% | +101.2% | +1,629.4% | +1,004.1% |
| 5Y | +1,227.8% | -15.7% | +1,243.5% | +935.1% |
| All | +977.1% | +655.1% | +322.0% | +276.9% |
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