+3,781.0%
SHOP vs BB
+21.8%
+3,759.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.0% |
| 7D | -1.2% | +1.8% | -3.1% | -1.8% |
| 30D | -14.7% | +8.1% | -22.9% | -17.1% |
| 3M | -7.2% | -1.0% | -6.2% | -8.0% |
| 6M | +54.2% | +45.9% | +8.3% | +29.6% |
| YTD | -8.6% | +134.8% | -143.5% | -34.9% |
| 1Y | +0.5% | +104.6% | -104.1% | -25.5% |
| 3Y | +135.9% | +152.8% | -16.9% | +52.3% |
| 5Y | -11.9% | -17.4% | +5.5% | -23.0% |
| All | +3,781.0% | +21.8% | +3,759.3% | +2,283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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