-14.7%
SHOP vs BG
+88.4%
-103.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -13.2% | +3.7% | -16.9% | -13.6% |
| 30D | -17.0% | +12.3% | -29.4% | -18.2% |
| 3M | +17.0% | -2.2% | +19.2% | +17.2% |
| 6M | -2.1% | +5.3% | -7.5% | -3.3% |
| YTD | -21.4% | +42.4% | -63.8% | -26.6% |
| 1Y | -11.0% | +55.2% | -66.2% | -18.5% |
| 3Y | +100.9% | +21.0% | +80.0% | +90.5% |
| 5Y | -14.7% | +87.1% | -101.8% | -36.2% |
| All | -14.7% | +88.4% | -103.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling