+3,291.5%
SHOP vs ACWI
+226.7%
+3,064.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | +0.5% | -5.6% | -5.9% |
| 30D | +0.6% | +0.9% | -0.3% | -0.8% |
| 3M | +25.0% | +2.4% | +22.6% | +19.1% |
| 6M | +11.9% | +12.4% | -0.5% | -11.0% |
| YTD | -9.9% | +15.2% | -25.0% | -31.3% |
| 1Y | 0.0% | +22.7% | -22.8% | -31.6% |
| 3Y | +117.5% | +75.8% | +41.7% | -17.0% |
| 5Y | -6.6% | +67.7% | -74.4% | -56.9% |
| All | +3,291.5% | +226.7% | +3,064.9% | +485.5% |
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