+2,993.7%
SHOP vs BG
+166.7%
+2,827.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.0% |
| 7D | -11.2% | +3.1% | -14.4% | -11.8% |
| 30D | -14.4% | +10.2% | -24.6% | -16.1% |
| 3M | +16.6% | -1.7% | +18.3% | +16.4% |
| 6M | -0.6% | +1.0% | -1.5% | -1.6% |
| YTD | -20.0% | +39.9% | -59.9% | -26.4% |
| 1Y | -11.2% | +53.2% | -64.4% | -20.2% |
| 3Y | +99.5% | +16.3% | +83.2% | +88.0% |
| 5Y | -13.2% | +83.9% | -97.1% | -28.1% |
| All | +2,993.7% | +166.7% | +2,827.0% | +1,874.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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