+139.8%
SHOP vs ARM
+232.1%
-92.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.7% | -4.6% | +0.6% |
| 7D | -2.7% | -5.3% | +2.7% | -1.7% |
| 30D | -11.0% | -30.0% | +19.0% | -3.8% |
| 3M | +0.3% | -34.1% | +34.4% | +8.6% |
| 6M | +37.7% | -12.6% | +50.4% | +32.5% |
| YTD | -5.5% | +70.4% | -76.0% | -27.6% |
| 1Y | -0.2% | +22.3% | -22.5% | -15.6% |
| 3Y | +151.9% | +261.2% | -109.3% | +29.2% |
| All | +139.8% | +232.1% | -92.2% | +36.1% |
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