+3,781.0%
SHOP vs ALLE
+211.7%
+3,569.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | -1.2% | +3.6% | -4.8% | -3.4% |
| 30D | -14.7% | +25.9% | -40.6% | -26.9% |
| 3M | -7.2% | +15.8% | -23.0% | -16.1% |
| 6M | +54.2% | +48.1% | +6.1% | +17.8% |
| YTD | -8.6% | +22.0% | -30.6% | -22.1% |
| 1Y | +0.5% | +18.0% | -17.5% | -12.6% |
| 3Y | +135.9% | +93.1% | +42.9% | +43.8% |
| 5Y | -11.9% | +52.1% | -64.0% | -37.5% |
| All | +3,781.0% | +211.7% | +3,569.3% | +1,669.9% |
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