+96.1%
SHOP vs BBY
+38.5%
+57.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -13.2% | +0.7% | -13.9% | -13.5% |
| 30D | -17.0% | +5.8% | -22.8% | -19.8% |
| 3M | +17.0% | +18.0% | -1.0% | +6.3% |
| 6M | -2.1% | +39.8% | -42.0% | -19.5% |
| YTD | -21.4% | +35.4% | -56.7% | -34.7% |
| 1Y | -11.0% | +21.4% | -32.4% | -21.6% |
| All | +96.1% | +38.5% | +57.6% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling