+8,434.7%
SHOP vs BA
+62.9%
+8,371.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -5.1% | +1.2% | -6.3% | -5.5% |
| 30D | +0.6% | -11.6% | +12.2% | +5.9% |
| 3M | +25.0% | -2.4% | +27.4% | +25.7% |
| 6M | +11.9% | -6.6% | +18.5% | +13.8% |
| YTD | -9.9% | -2.2% | -7.6% | -10.6% |
| 1Y | 0.0% | -8.0% | +8.0% | +1.3% |
| 3Y | +117.5% | -5.0% | +122.5% | +112.3% |
| 5Y | -6.6% | -2.7% | -3.9% | -11.5% |
| 10Y | +3,320.3% | +75.9% | +3,244.4% | +1,654.2% |
| All | +8,434.7% | +62.9% | +8,371.8% | +4,447.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling