+387.2%
BE vs SHOP
-3.3%
+390.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.0% |
| 7D | -14.7% | -5.4% | -9.3% | -13.2% |
| 30D | -40.5% | -10.3% | -30.2% | -38.1% |
| 3M | -24.3% | +1.0% | -25.3% | -25.8% |
| 6M | -39.3% | +41.2% | -80.5% | -50.5% |
| YTD | +99.4% | -7.5% | +106.9% | +90.0% |
| 1Y | +26.6% | -4.6% | +31.2% | +19.7% |
| 3Y | +1,616.9% | +146.4% | +1,470.5% | +870.7% |
| All | +387.2% | -3.3% | +390.5% | +253.4% |
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 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