+3,003.4%
SHOP vs ALL
+355.7%
+2,647.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.4% | -5.2% | -6.7% |
| 7D | -4.1% | -1.7% | -2.4% | -3.4% |
| 30D | -11.5% | -4.7% | -6.8% | -10.0% |
| 3M | +21.1% | +18.4% | +2.7% | +13.8% |
| 6M | +3.0% | +20.5% | -17.5% | -4.3% |
| YTD | -16.7% | +23.5% | -40.2% | -23.8% |
| 1Y | -8.3% | +29.0% | -37.3% | -18.0% |
| 3Y | +112.8% | +153.7% | -40.9% | +39.8% |
| 5Y | -9.3% | +114.8% | -124.1% | -37.0% |
| 10Y | +3,003.4% | +356.1% | +2,647.3% | +1,357.3% |
| All | +3,003.4% | +355.7% | +2,647.8% | +1,357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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