+131.5%
SHOP vs ARM
+256.1%
-124.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +2.1% | +19.8% | -17.7% | -2.3% |
| 30D | -16.8% | -21.8% | +4.9% | -12.5% |
| 3M | -2.4% | -26.5% | +24.1% | +2.9% |
| 6M | +47.0% | -3.9% | +50.9% | +38.0% |
| YTD | -8.8% | +82.8% | -91.6% | -31.4% |
| 1Y | -6.3% | +34.3% | -40.6% | -22.7% |
| 3Y | +139.3% | +282.2% | -142.9% | +21.9% |
| All | +131.5% | +256.1% | -124.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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