+2,993.7%
SHOP vs BBY
+252.7%
+2,741.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.1% |
| 7D | -11.2% | +0.6% | -11.8% | -11.5% |
| 30D | -14.4% | +9.4% | -23.8% | -18.8% |
| 3M | +16.6% | +19.3% | -2.8% | +5.2% |
| 6M | -0.6% | +47.9% | -48.5% | -20.7% |
| YTD | -20.0% | +39.6% | -59.6% | -34.6% |
| 1Y | -11.2% | +22.2% | -33.4% | -22.3% |
| 3Y | +99.5% | +45.0% | +54.5% | +53.8% |
| 5Y | -13.2% | +2.6% | -15.8% | -20.6% |
| All | +2,993.7% | +252.7% | +2,741.0% | +1,829.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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