+3,781.0%
SHOP vs ACWI
+224.5%
+3,556.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.7% |
| 7D | -1.2% | +2.4% | -3.7% | -5.6% |
| 30D | -14.7% | -1.7% | -13.1% | -11.7% |
| 3M | -7.2% | -3.9% | -3.3% | +0.6% |
| 6M | +54.2% | +0.8% | +53.4% | +51.9% |
| YTD | -8.6% | +11.0% | -19.7% | -25.1% |
| 1Y | +0.5% | +13.1% | -12.6% | -20.3% |
| 3Y | +135.9% | +73.9% | +62.1% | -8.8% |
| 5Y | -11.9% | +59.0% | -70.9% | -55.5% |
| All | +3,781.0% | +224.5% | +3,556.5% | +570.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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