+3,569.5%
SHOP vs ARWR
+1,106.6%
+2,462.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.3% |
| 7D | -5.4% | -2.9% | -2.5% | -4.7% |
| 30D | -10.3% | -5.4% | -4.9% | -9.1% |
| 3M | +1.0% | -32.2% | +33.2% | +10.3% |
| 6M | +41.2% | -26.5% | +67.7% | +49.0% |
| YTD | -7.5% | -12.4% | +4.9% | -7.1% |
| 1Y | -4.6% | +46.9% | -51.4% | -16.7% |
| 3Y | +146.4% | +116.0% | +30.5% | +77.9% |
| 5Y | -2.5% | -28.0% | +25.4% | -13.3% |
| All | +3,569.5% | +1,106.6% | +2,462.9% | +1,971.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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