+2,993.7%
SHOP vs AGG
+14.2%
+2,979.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -11.2% | -1.1% | -10.2% | -9.7% |
| 30D | -14.4% | -1.1% | -13.2% | -12.7% |
| 3M | +16.6% | -1.9% | +18.5% | +20.5% |
| 6M | -0.6% | -1.7% | +1.1% | +2.7% |
| YTD | -20.0% | -1.3% | -18.7% | -17.9% |
| 1Y | -11.2% | -0.7% | -10.5% | -9.6% |
| 3Y | +99.5% | +12.5% | +87.0% | +64.7% |
| 5Y | -13.2% | -2.5% | -10.7% | -16.7% |
| All | +2,993.7% | +14.2% | +2,979.5% | +2,939.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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