+8,434.7%
SHOP vs BB
-24.0%
+8,458.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -5.6% | +0.5% | -3.3% |
| 30D | +0.6% | -11.8% | +12.4% | +4.4% |
| 3M | +25.0% | -25.5% | +50.6% | +33.6% |
| 6M | +11.9% | +121.3% | -109.4% | -18.9% |
| YTD | -9.9% | +103.2% | -113.0% | -32.5% |
| 1Y | 0.0% | +102.6% | -102.7% | -25.8% |
| 3Y | +117.5% | +37.5% | +80.0% | +70.0% |
| 5Y | -6.6% | -30.4% | +23.8% | -12.8% |
| 10Y | +3,320.3% | 0.0% | +3,320.3% | +1,910.9% |
| All | +8,434.7% | -24.0% | +8,458.7% | +11,374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling