+135.4%
SHOP vs ARM
+262.5%
-127.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.1% | -10.2% | -1.0% |
| 7D | -2.5% | +6.0% | -8.5% | -4.0% |
| 30D | -16.7% | -20.3% | +3.6% | -12.7% |
| 3M | -2.2% | -24.4% | +22.2% | +2.5% |
| 6M | +45.6% | -4.4% | +49.9% | +37.0% |
| YTD | -7.3% | +86.0% | -93.3% | -30.5% |
| 1Y | -6.1% | +35.8% | -41.9% | -22.7% |
| 3Y | +143.3% | +289.1% | -145.7% | +23.4% |
| All | +135.4% | +262.5% | -127.1% | +30.7% |
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