+8,659.4%
SHOP vs ALL
+376.2%
+8,283.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.1% | +5.2% |
| 7D | -5.4% | -1.9% | -3.5% | -4.8% |
| 30D | -10.3% | +13.8% | -24.1% | -14.7% |
| 3M | +1.0% | -7.0% | +8.0% | +3.3% |
| 6M | +41.2% | +18.0% | +23.2% | +31.4% |
| YTD | -7.5% | +24.2% | -31.7% | -16.2% |
| 1Y | -4.6% | +31.2% | -35.8% | -15.7% |
| 3Y | +146.4% | +107.5% | +38.9% | +74.2% |
| 5Y | -2.5% | +144.8% | -147.4% | -37.3% |
| 10Y | +3,703.6% | +375.8% | +3,327.8% | +1,496.1% |
| All | +8,659.4% | +376.2% | +8,283.2% | +3,417.7% |
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