+7,358.2%
SHOP vs BLK
+284.4%
+7,073.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.3% | -3.6% |
| 7D | -10.6% | -2.7% | -8.0% | -8.4% |
| 30D | -18.3% | -4.8% | -13.5% | -14.6% |
| 3M | +14.8% | +6.5% | +8.3% | +7.9% |
| 6M | -5.0% | +13.2% | -18.2% | -16.0% |
| YTD | -21.2% | +1.8% | -23.0% | -23.5% |
| 1Y | -11.6% | -1.0% | -10.6% | -12.3% |
| 3Y | +101.2% | +66.0% | +35.3% | +32.1% |
| 5Y | -15.7% | +31.2% | -46.9% | -32.3% |
| 10Y | +2,989.4% | +278.5% | +2,710.9% | +1,102.8% |
| All | +7,358.2% | +284.4% | +7,073.8% | +2,249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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