+7,788.2%
SHOP vs AGG
+21.5%
+7,766.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.3% |
| 30D | -11.5% | -0.4% | -11.2% | -11.0% |
| 3M | +21.1% | -0.3% | +21.3% | +21.8% |
| 6M | +3.0% | -1.2% | +4.2% | +5.3% |
| YTD | -16.7% | -0.4% | -16.3% | -15.9% |
| 1Y | -8.3% | +0.4% | -8.7% | -8.3% |
| 3Y | +112.8% | +13.4% | +99.4% | +75.7% |
| 5Y | -9.3% | -1.4% | -7.8% | -14.8% |
| 10Y | +3,003.4% | +14.8% | +2,988.6% | +2,777.5% |
| All | +7,788.2% | +21.5% | +7,766.7% | +7,331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling