+3,569.5%
SHOP vs ALL
+369.2%
+3,200.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.1% | +5.1% |
| 7D | -5.4% | -1.9% | -3.5% | -4.8% |
| 30D | -10.3% | +13.8% | -24.1% | -14.5% |
| 3M | +1.0% | -7.0% | +8.0% | +3.2% |
| 6M | +41.2% | +18.0% | +23.2% | +31.9% |
| YTD | -7.5% | +24.2% | -31.7% | -15.8% |
| 1Y | -4.6% | +31.2% | -35.8% | -15.2% |
| 3Y | +146.4% | +107.5% | +38.9% | +76.8% |
| 5Y | -2.5% | +144.8% | -147.4% | -36.0% |
| All | +3,569.5% | +369.2% | +3,200.3% | +1,921.4% |
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