+2,989.4%
SHOP vs BAX
-37.8%
+3,027.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.6% |
| 7D | -10.6% | -5.1% | -5.5% | -8.5% |
| 30D | -18.3% | -12.2% | -6.1% | -13.6% |
| 3M | +14.8% | +21.8% | -7.0% | +4.3% |
| 6M | -5.0% | +36.3% | -41.3% | -18.4% |
| YTD | -21.2% | +27.8% | -49.0% | -31.3% |
| 1Y | -11.6% | -0.1% | -11.6% | -14.5% |
| 3Y | +101.2% | -33.3% | +134.5% | +125.6% |
| 5Y | -15.7% | -67.1% | +51.4% | +36.8% |
| 10Y | +2,989.4% | -36.9% | +3,026.3% | +2,926.5% |
| All | +2,989.4% | -37.8% | +3,027.2% | +2,926.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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