+8,844.7%
SHOP vs ADI
+671.4%
+8,173.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.6% | -6.4% | -3.9% |
| 7D | -2.7% | -4.4% | +1.7% | -0.4% |
| 30D | -11.0% | -2.8% | -8.2% | -10.3% |
| 3M | +0.3% | +1.5% | -1.2% | -2.6% |
| 6M | +37.7% | -4.7% | +42.4% | +34.5% |
| YTD | -5.5% | +46.8% | -52.4% | -35.6% |
| 1Y | -0.2% | +74.9% | -75.1% | -40.9% |
| 3Y | +151.9% | +147.4% | +4.4% | +9.0% |
| 5Y | -2.2% | +131.9% | -134.1% | -53.3% |
| 10Y | +3,647.2% | +630.6% | +3,016.6% | +751.9% |
| All | +8,844.7% | +671.4% | +8,173.3% | +1,707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling