+3,781.0%
SHOP vs BG
+111.0%
+3,670.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.6% |
| 30D | -14.7% | -6.7% | -8.1% | -13.8% |
| 3M | -7.2% | -9.3% | +2.0% | -6.2% |
| 6M | +54.2% | -18.3% | +72.5% | +58.3% |
| YTD | -8.6% | +16.2% | -24.8% | -13.3% |
| 1Y | +0.5% | +7.6% | -7.1% | -3.2% |
| 3Y | +135.9% | +6.6% | +129.4% | +124.2% |
| 5Y | -11.9% | +22.2% | -34.1% | -20.6% |
| All | +3,781.0% | +111.0% | +3,670.0% | +2,556.8% |
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