+8,434.7%
SHOP vs ALL
+385.1%
+8,049.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.6% | -1.5% | +2.1% | +1.0% |
| 3M | +25.0% | +23.6% | +1.4% | +15.0% |
| 6M | +11.9% | +22.3% | -10.4% | +3.0% |
| YTD | -9.9% | +26.5% | -36.4% | -18.6% |
| 1Y | 0.0% | +27.0% | -27.0% | -10.4% |
| 3Y | +117.5% | +149.6% | -32.1% | +42.2% |
| 5Y | -6.6% | +118.1% | -124.7% | -36.4% |
| 10Y | +3,320.3% | +369.0% | +2,951.4% | +1,360.1% |
| All | +8,434.7% | +385.1% | +8,049.6% | +3,318.1% |
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