+3,003.4%
SHOP vs BAH
+182.5%
+2,820.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.9% | -6.6% | -7.2% |
| 7D | -4.1% | -4.3% | +0.2% | -2.5% |
| 30D | -11.5% | -4.5% | -7.1% | -10.1% |
| 3M | +21.1% | -7.6% | +28.7% | +23.7% |
| 6M | +3.0% | -10.6% | +13.6% | +6.4% |
| YTD | -16.7% | -12.6% | -4.1% | -13.6% |
| 1Y | -8.3% | -27.0% | +18.7% | +1.0% |
| 3Y | +112.8% | -31.5% | +144.3% | +122.9% |
| 5Y | -9.3% | -3.8% | -5.4% | -22.9% |
| 10Y | +3,003.4% | +183.9% | +2,819.5% | +1,499.8% |
| All | +3,003.4% | +182.5% | +2,820.9% | +1,499.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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