+3,003.4%
SHOP vs ALM
+3,219.4%
-216.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +8.8% | -16.4% | -8.0% |
| 7D | -4.1% | +8.4% | -12.5% | -4.5% |
| 30D | -11.5% | +34.8% | -46.4% | -12.9% |
| 3M | +21.1% | +16.2% | +4.8% | +19.6% |
| 6M | +3.0% | +2.1% | +0.9% | +1.8% |
| YTD | -16.7% | +117.0% | -133.7% | -20.8% |
| 1Y | -8.3% | +313.9% | -322.1% | -16.0% |
| 3Y | +112.8% | +2,327.9% | -2,215.1% | +75.0% |
| 5Y | -9.3% | +1,040.6% | -1,049.9% | -23.7% |
| 10Y | +3,003.4% | +3,219.4% | -216.0% | +2,321.1% |
| All | +3,003.4% | +3,219.4% | -216.0% | +2,321.1% |
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