-11.2%
SHOP vs BIL
+20.3%
-31.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.4% |
| 30D | -14.7% | +0.3% | -15.1% | -15.4% |
| 3M | -7.2% | +1.0% | -8.2% | -9.6% |
| 6M | +54.2% | +1.9% | +52.3% | +45.3% |
| YTD | -8.6% | +3.2% | -11.8% | -18.3% |
| 1Y | +0.5% | +3.7% | -3.2% | -12.3% |
| 3Y | +135.9% | +13.8% | +122.1% | -13.9% |
| All | -11.2% | +20.3% | -31.5% | -89.2% |
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