-11.6%
SHOP vs BEN
+45.3%
-56.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -3.9% | -4.7% |
| 7D | -10.6% | +3.4% | -14.0% | -12.0% |
| 30D | -18.3% | +1.8% | -20.1% | -18.8% |
| 3M | +14.8% | +8.4% | +6.5% | +8.9% |
| 6M | -5.0% | +35.6% | -40.7% | -25.1% |
| YTD | -21.2% | +46.4% | -67.6% | -41.2% |
| 1Y | -11.6% | +46.3% | -57.9% | -34.1% |
| All | -11.6% | +45.3% | -56.9% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling