+8,680.0%
SHOP vs ALL
+389.9%
+8,290.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -2.5% | -2.6% | +0.1% | -1.7% |
| 30D | -16.7% | +12.7% | -29.4% | -20.5% |
| 3M | -2.2% | +0.4% | -2.6% | -2.8% |
| 6M | +45.6% | +23.8% | +21.8% | +33.0% |
| YTD | -7.3% | +27.8% | -35.1% | -16.9% |
| 1Y | -6.1% | +28.9% | -35.0% | -16.3% |
| 3Y | +143.3% | +113.9% | +29.5% | +70.1% |
| 5Y | +0.2% | +157.4% | -157.2% | -36.9% |
| 10Y | +3,663.5% | +369.0% | +3,294.5% | +1,502.6% |
| All | +8,680.0% | +389.9% | +8,290.1% | +3,387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling