+3,608.8%
SHOP vs ALLE
+222.4%
+3,386.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.2% |
| 7D | -5.4% | -0.6% | -4.9% | -5.0% |
| 30D | -10.3% | +25.3% | -35.7% | -22.9% |
| 3M | +1.0% | +10.3% | -9.3% | -5.8% |
| 6M | +41.2% | +38.0% | +3.2% | +13.1% |
| YTD | -7.5% | +17.8% | -25.3% | -19.3% |
| 1Y | -4.6% | +13.6% | -18.2% | -14.9% |
| 3Y | +146.4% | +89.2% | +57.2% | +52.2% |
| 5Y | -2.5% | +51.1% | -53.6% | -30.1% |
| All | +3,608.8% | +222.4% | +3,386.4% | +1,619.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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