+3,781.0%
SHOP vs ADI
+631.6%
+3,149.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +2.2% |
| 7D | -1.2% | +9.5% | -10.7% | -7.8% |
| 30D | -14.7% | -1.4% | -13.3% | -15.0% |
| 3M | -7.2% | +4.7% | -11.9% | -12.1% |
| 6M | +54.2% | -7.4% | +61.6% | +54.2% |
| YTD | -8.6% | +48.1% | -56.7% | -39.2% |
| 1Y | +0.5% | +69.6% | -69.1% | -40.2% |
| 3Y | +135.9% | +144.4% | -8.4% | -1.0% |
| 5Y | -11.9% | +134.1% | -146.0% | -60.0% |
| All | +3,781.0% | +631.6% | +3,149.4% | +728.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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