+3,647.2%
SHOP vs B
+183.2%
+3,463.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.2% |
| 7D | -2.7% | +11.3% | -14.0% | -4.9% |
| 30D | -11.0% | +2.9% | -13.9% | -11.6% |
| 3M | +0.3% | -2.9% | +3.2% | +0.7% |
| 6M | +37.7% | -1.2% | +38.9% | +37.0% |
| YTD | -5.5% | -1.3% | -4.2% | -6.5% |
| 1Y | -0.2% | +30.4% | -30.6% | -7.1% |
| 3Y | +151.9% | +195.3% | -43.4% | +91.8% |
| 5Y | -2.2% | +146.2% | -148.4% | -24.4% |
| 10Y | +3,647.2% | +200.5% | +3,446.7% | +2,681.2% |
| All | +3,647.2% | +183.2% | +3,463.9% | +2,681.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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