-5.6%
SHOP vs BIL
+19.4%
-25.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.7% |
| 7D | -5.1% | +0.1% | -5.2% | -5.4% |
| 30D | +0.6% | +0.3% | +0.3% | -0.6% |
| 3M | +25.0% | +0.9% | +24.1% | +20.2% |
| 6M | +11.9% | +1.8% | +10.1% | +3.6% |
| YTD | -9.9% | +2.4% | -12.3% | -19.2% |
| 1Y | 0.0% | +3.7% | -3.8% | -16.0% |
| 3Y | +117.5% | +14.2% | +103.3% | -34.3% |
| All | -5.6% | +19.4% | -25.0% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling