+3,557.0%
SHOP vs BA
+27.6%
+3,529.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | -14.2% | -8.9% | -5.3% | -11.1% |
| 3M | -5.5% | -25.5% | +20.0% | +6.0% |
| 6M | +32.8% | -27.0% | +59.7% | +49.2% |
| YTD | -8.9% | -20.1% | +11.2% | -2.3% |
| 1Y | -7.7% | -11.0% | +3.3% | -5.6% |
| 3Y | +139.0% | -11.8% | +150.8% | +139.6% |
| 5Y | -0.5% | -20.6% | +20.1% | +1.7% |
| 10Y | +3,557.0% | +26.6% | +3,530.4% | +3,749.8% |
| All | +3,557.0% | +27.6% | +3,529.4% | +3,749.8% |
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