+3,663.5%
SHOP vs BA
+28.0%
+3,635.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | -16.7% | -7.9% | -8.8% | -14.1% |
| 3M | -2.2% | -25.2% | +23.0% | +9.5% |
| 6M | +45.6% | -26.7% | +72.3% | +63.4% |
| YTD | -7.3% | -19.6% | +12.3% | -0.8% |
| 1Y | -6.1% | -10.6% | +4.5% | -4.1% |
| 3Y | +143.3% | -11.2% | +154.6% | +143.2% |
| 5Y | +0.2% | -20.4% | +20.6% | +2.2% |
| 10Y | +3,663.5% | +26.8% | +3,636.7% | +3,798.8% |
| All | +3,663.5% | +28.0% | +3,635.5% | +3,798.8% |
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