-2.9%
SHOP vs BA
-23.0%
+20.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | -5.4% | +1.1% | -6.5% | -5.9% |
| 30D | -10.3% | -7.9% | -2.4% | -5.9% |
| 3M | +1.0% | -25.3% | +26.3% | +20.5% |
| 6M | +41.2% | -24.6% | +65.8% | +65.4% |
| YTD | -7.5% | -20.1% | +12.6% | +2.1% |
| 1Y | -4.6% | -11.8% | +7.2% | -2.3% |
| 3Y | +146.4% | -10.1% | +156.5% | +130.3% |
| All | -2.9% | -23.0% | +20.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling