+2,989.4%
SHOP vs AA
+121.9%
+2,867.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -5.0% |
| 7D | -10.6% | -0.6% | -10.0% | -10.6% |
| 30D | -18.3% | -1.6% | -16.7% | -18.3% |
| 3M | +14.8% | -29.8% | +44.6% | +24.3% |
| 6M | -5.0% | -16.6% | +11.6% | -3.3% |
| YTD | -21.2% | -4.0% | -17.2% | -23.3% |
| 1Y | -11.6% | +63.5% | -75.1% | -26.0% |
| 3Y | +101.2% | +86.8% | +14.5% | +57.8% |
| 5Y | -15.7% | +12.4% | -28.1% | -27.7% |
| 10Y | +2,989.4% | +132.3% | +2,857.1% | +2,145.3% |
| All | +2,989.4% | +121.9% | +2,867.5% | +2,145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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