+8,552.4%
SHOP vs BG
+53.4%
+8,498.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.7% |
| 30D | -14.7% | -6.7% | -8.1% | -13.7% |
| 3M | -7.2% | -9.3% | +2.0% | -6.1% |
| 6M | +54.2% | -18.3% | +72.5% | +58.9% |
| YTD | -8.6% | +16.2% | -24.8% | -13.7% |
| 1Y | +0.5% | +7.6% | -7.1% | -3.5% |
| 3Y | +135.9% | +6.6% | +129.4% | +123.4% |
| 5Y | -11.9% | +22.2% | -34.1% | -21.3% |
| 10Y | +3,608.8% | +112.0% | +3,496.8% | +2,455.6% |
| All | +8,552.4% | +53.4% | +8,498.9% | +4,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling