+1,132.3%
BE vs SHOP
-5.6%
+1,137.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.6% |
| 7D | +20.0% | -5.1% | +25.1% | +22.4% |
| 30D | +7.9% | +0.6% | +7.3% | +7.2% |
| 3M | -13.2% | +25.0% | -38.2% | -23.2% |
| 6M | +53.5% | +11.9% | +41.6% | +38.1% |
| YTD | +191.0% | -9.9% | +200.9% | +183.6% |
| 1Y | +360.5% | 0.0% | +360.6% | +332.3% |
| 3Y | +1,568.0% | +117.5% | +1,450.5% | +898.3% |
| All | +1,132.3% | -5.6% | +1,137.9% | +897.2% |
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