-9.3%
SHOP vs BAX
-67.0%
+57.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.8% | -6.4% |
| 7D | -4.1% | -2.4% | -1.7% | -3.3% |
| 30D | -11.5% | -9.7% | -1.8% | -8.5% |
| 3M | +21.1% | +29.3% | -8.2% | +10.3% |
| 6M | +3.0% | +40.7% | -37.7% | -9.1% |
| YTD | -16.7% | +30.3% | -47.0% | -25.2% |
| 1Y | -8.3% | +3.4% | -11.7% | -11.5% |
| 3Y | +112.8% | -32.0% | +144.8% | +129.8% |
| 5Y | -9.3% | -66.9% | +57.6% | +27.0% |
| All | -9.3% | -67.0% | +57.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling