+3,772.8%
SHOP vs ALL
+376.2%
+3,396.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.3% |
| 7D | +2.1% | 0.0% | +2.1% | +1.9% |
| 30D | -16.8% | +12.8% | -29.7% | -20.5% |
| 3M | -2.4% | +4.7% | -7.1% | -4.4% |
| 6M | +47.0% | +24.9% | +22.1% | +34.5% |
| YTD | -8.8% | +30.0% | -38.8% | -18.4% |
| 1Y | -6.3% | +29.9% | -36.2% | -16.3% |
| 3Y | +139.3% | +117.5% | +21.7% | +68.4% |
| 5Y | -12.1% | +161.7% | -173.8% | -43.9% |
| All | +3,772.8% | +376.2% | +3,396.6% | +1,832.8% |
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