+8,659.4%
SHOP vs B
+298.9%
+8,360.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | -5.4% | +9.6% | -15.0% | -6.7% |
| 30D | -10.3% | +3.5% | -13.8% | -10.7% |
| 3M | +1.0% | -1.6% | +2.6% | +1.1% |
| 6M | +41.2% | -1.7% | +42.9% | +40.9% |
| YTD | -7.5% | -5.3% | -2.2% | -7.4% |
| 1Y | -4.6% | +27.2% | -31.8% | -8.3% |
| 3Y | +146.4% | +166.1% | -19.7% | +112.4% |
| 5Y | -2.5% | +136.5% | -139.0% | -15.9% |
| 10Y | +3,703.6% | +172.2% | +3,531.4% | +3,160.7% |
| All | +8,659.4% | +298.9% | +8,360.5% | +6,804.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling