-14.3%
SHOP vs BKR
+174.4%
-188.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +2.0% |
| 7D | -13.2% | -6.7% | -6.6% | -11.4% |
| 30D | -17.0% | -8.3% | -8.7% | -14.9% |
| 3M | +17.0% | -5.4% | +22.4% | +18.5% |
| 6M | -2.1% | +0.8% | -2.9% | -3.9% |
| YTD | -21.4% | +31.8% | -53.2% | -30.8% |
| 1Y | -11.0% | +28.6% | -39.5% | -21.1% |
| 3Y | +100.9% | +71.2% | +29.7% | +59.9% |
| All | -14.3% | +174.4% | -188.7% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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