+3,608.8%
SHOP vs ACGL
+337.7%
+3,271.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.5% |
| 7D | -5.4% | +0.9% | -6.3% | -5.7% |
| 30D | -10.3% | +13.7% | -24.0% | -13.8% |
| 3M | +1.0% | +8.0% | -7.1% | -1.4% |
| 6M | +41.2% | +13.3% | +27.9% | +35.7% |
| YTD | -7.5% | +11.8% | -19.3% | -11.3% |
| 1Y | -4.6% | +22.2% | -26.8% | -11.1% |
| 3Y | +146.4% | +32.5% | +113.9% | +119.7% |
| 5Y | -2.5% | +160.2% | -162.7% | -33.1% |
| All | +3,608.8% | +337.7% | +3,271.2% | +2,167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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