+146.4%
SHOP vs BIL
+13.1%
+133.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.8% |
| 7D | -5.4% | -0.3% | -5.2% | -6.8% |
| 30D | -10.3% | 0.0% | -10.3% | -9.4% |
| 3M | +1.0% | +0.3% | +0.7% | +6.7% |
| 6M | +41.2% | +1.2% | +40.0% | +65.2% |
| YTD | -7.5% | +2.5% | -9.9% | +25.4% |
| 1Y | -4.6% | +3.0% | -7.6% | +39.6% |
| 3Y | +146.4% | +13.2% | +133.3% | +794.7% |
| All | +146.4% | +13.1% | +133.3% | +794.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 3y: compounded portfolio wealth divided by compounded BIL 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…
3y analysis · Full analysis span regression · 6 months rolling