+2,989.4%
SHOP vs ADI
+621.8%
+2,367.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.8% |
| 7D | -10.6% | +2.6% | -13.3% | -12.4% |
| 30D | -18.3% | -4.6% | -13.7% | -15.6% |
| 3M | +14.8% | -9.5% | +24.3% | +20.4% |
| 6M | -5.0% | +14.8% | -19.9% | -20.6% |
| YTD | -21.2% | +35.8% | -57.1% | -43.1% |
| 1Y | -11.6% | +48.9% | -60.5% | -40.9% |
| 3Y | +101.2% | +115.6% | -14.3% | -4.6% |
| 5Y | -15.7% | +135.1% | -150.8% | -60.9% |
| 10Y | +2,989.4% | +636.4% | +2,353.0% | +540.1% |
| All | +2,989.4% | +621.8% | +2,367.6% | +540.1% |
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