+8,355.9%
SHOP vs ACWI
+203.8%
+8,152.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.8% | -2.2% | +0.8% |
| 7D | -13.9% | -4.0% | -9.8% | -7.0% |
| 30D | -12.6% | -5.8% | -6.8% | -2.3% |
| 3M | -0.3% | -5.0% | +4.7% | +10.1% |
| 6M | +33.6% | +0.7% | +32.9% | +31.4% |
| YTD | -10.7% | +8.4% | -19.1% | -23.0% |
| 1Y | -11.8% | +10.1% | -21.9% | -25.7% |
| 3Y | +133.9% | +70.8% | +63.1% | -2.7% |
| 5Y | -5.9% | +55.4% | -61.3% | -48.4% |
| 10Y | +3,571.8% | +223.3% | +3,348.5% | +670.4% |
| All | +8,355.9% | +203.8% | +8,152.1% | +1,788.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling