+2,989.4%
SHOP vs A
+236.6%
+2,752.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.0% | -4.3% |
| 7D | -10.6% | -4.4% | -6.2% | -7.2% |
| 30D | -18.3% | -2.7% | -15.6% | -16.5% |
| 3M | +14.8% | +7.0% | +7.8% | +8.2% |
| 6M | -5.0% | +24.6% | -29.6% | -22.5% |
| YTD | -21.2% | +7.0% | -28.3% | -27.3% |
| 1Y | -11.6% | +15.6% | -27.2% | -24.0% |
| 3Y | +101.2% | +29.9% | +71.3% | +46.7% |
| 5Y | -15.7% | -15.4% | -0.3% | -9.2% |
| 10Y | +2,989.4% | +248.9% | +2,740.6% | +1,162.1% |
| All | +2,989.4% | +236.6% | +2,752.8% | +1,162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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