+737.9%
BE vs SHOP
+788.9%
-51.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.8% | +11.2% | +12.2% |
| 7D | +4.5% | -2.5% | +7.0% | +6.2% |
| 30D | -20.1% | -16.7% | -3.4% | -13.8% |
| 3M | -0.8% | -2.2% | +1.4% | -1.3% |
| 6M | -26.2% | +45.6% | -71.8% | -40.7% |
| YTD | +141.1% | -7.3% | +148.3% | +128.2% |
| 1Y | +64.8% | -6.1% | +70.9% | +56.1% |
| 3Y | +1,887.4% | +143.3% | +1,744.0% | +1,007.4% |
| 5Y | +518.1% | +0.2% | +517.9% | +344.8% |
| All | +737.9% | +788.9% | -51.0% | +171.7% |
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