+135.9%
SHOP vs BA
-15.7%
+151.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -14.7% | -7.1% | -7.6% | -12.2% |
| 3M | -7.2% | -25.5% | +18.3% | +4.8% |
| 6M | +54.2% | -28.7% | +82.9% | +76.5% |
| YTD | -8.6% | -21.0% | +12.4% | -1.7% |
| 1Y | +0.5% | -11.9% | +12.4% | +1.9% |
| 3Y | +135.9% | -16.2% | +152.1% | +140.1% |
| All | +135.9% | -15.7% | +151.7% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling