+2,989.4%
SHOP vs BB
+2.1%
+2,987.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -5.0% |
| 7D | -10.6% | +1.8% | -12.5% | -11.2% |
| 30D | -18.3% | -12.2% | -6.1% | -15.1% |
| 3M | +14.8% | -12.3% | +27.2% | +16.2% |
| 6M | -5.0% | +122.7% | -127.7% | -30.9% |
| YTD | -21.2% | +104.5% | -125.7% | -40.8% |
| 1Y | -11.6% | +106.7% | -118.3% | -34.4% |
| 3Y | +101.2% | +70.0% | +31.3% | +48.0% |
| 5Y | -15.7% | -27.8% | +12.1% | -22.6% |
| 10Y | +2,989.4% | +2.4% | +2,987.0% | +1,896.6% |
| All | +2,989.4% | +2.1% | +2,987.3% | +1,896.6% |
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