+3,003.4%
SHOP vs ARWR
+1,075.6%
+1,927.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -7.2% |
| 7D | -4.1% | +2.9% | -7.0% | -4.7% |
| 30D | -11.5% | -2.9% | -8.6% | -11.0% |
| 3M | +21.1% | +15.2% | +5.8% | +15.6% |
| 6M | +3.0% | +42.3% | -39.3% | -6.9% |
| YTD | -16.7% | +28.2% | -44.9% | -23.3% |
| 1Y | -8.3% | +213.2% | -221.5% | -32.9% |
| 3Y | +112.8% | +184.6% | -71.8% | +45.0% |
| 5Y | -9.3% | +29.2% | -38.5% | -28.4% |
| 10Y | +3,003.4% | +1,012.5% | +1,990.9% | +1,625.9% |
| All | +3,003.4% | +1,075.6% | +1,927.9% | +1,625.9% |
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