+3,647.2%
SHOP vs BA
+31.3%
+3,615.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -2.7% | -1.7% | -0.9% | -1.8% |
| 30D | -11.0% | -9.5% | -1.5% | -7.5% |
| 3M | +0.3% | -26.5% | +26.8% | +13.1% |
| 6M | +37.7% | -27.4% | +65.1% | +55.1% |
| YTD | -5.5% | -20.6% | +15.1% | +1.6% |
| 1Y | -0.2% | -11.4% | +11.2% | +2.2% |
| 3Y | +151.9% | -10.8% | +162.7% | +151.4% |
| 5Y | -2.2% | -21.9% | +19.7% | +0.5% |
| 10Y | +3,647.2% | +28.1% | +3,619.0% | +4,002.9% |
| All | +3,647.2% | +31.3% | +3,615.9% | +4,002.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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