+146.7%
SHOP vs BB
+133.1%
+13.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.8% | +2.4% |
| 7D | -5.4% | +3.8% | -9.2% | -6.4% |
| 30D | -10.3% | -0.3% | -10.0% | -10.6% |
| 3M | +1.0% | -0.5% | +1.5% | +0.2% |
| 6M | +41.2% | +45.9% | -4.7% | +20.2% |
| YTD | -7.5% | +130.6% | -138.1% | -32.9% |
| 1Y | -4.6% | +89.2% | -93.8% | -26.7% |
| All | +146.7% | +133.1% | +13.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling