+3,772.8%
SHOP vs ACGL
+322.9%
+3,449.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | -16.8% | +12.8% | -29.6% | -19.9% |
| 3M | -2.4% | +12.3% | -14.7% | -5.8% |
| 6M | +47.0% | +15.8% | +31.2% | +40.4% |
| YTD | -8.8% | +13.9% | -22.7% | -13.0% |
| 1Y | -6.3% | +19.0% | -25.3% | -11.9% |
| 3Y | +139.3% | +33.7% | +105.6% | +112.8% |
| 5Y | -12.1% | +173.4% | -185.5% | -40.6% |
| All | +3,772.8% | +322.9% | +3,449.9% | +2,099.2% |
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