+3,781.0%
SHOP vs ALM
+2,100.8%
+1,680.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -0.2% |
| 7D | -1.2% | +1.2% | -2.5% | -1.3% |
| 30D | -14.7% | -19.3% | +4.6% | -13.9% |
| 3M | -7.2% | -40.6% | +33.4% | -5.3% |
| 6M | +54.2% | -57.9% | +112.1% | +59.1% |
| YTD | -8.6% | -6.7% | -1.9% | -10.0% |
| 1Y | +0.5% | +20.2% | -19.7% | -2.4% |
| 3Y | +135.9% | +879.4% | -743.5% | +102.4% |
| 5Y | -11.9% | +415.3% | -427.2% | -23.4% |
| All | +3,781.0% | +2,100.8% | +1,680.2% | +2,998.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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