-9.3%
SHOP vs BEN
+42.4%
-51.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.3% | -7.4% |
| 7D | -4.1% | +4.7% | -8.8% | -7.9% |
| 30D | -11.5% | +2.6% | -14.1% | -13.5% |
| 3M | +21.1% | +11.5% | +9.6% | +8.7% |
| 6M | +3.0% | +35.3% | -32.3% | -23.9% |
| YTD | -16.7% | +48.6% | -65.3% | -43.7% |
| 1Y | -8.3% | +46.7% | -55.0% | -37.4% |
| 3Y | +112.8% | +57.0% | +55.8% | +29.7% |
| 5Y | -9.3% | +41.8% | -51.1% | -40.1% |
| All | -9.3% | +42.4% | -51.6% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling