+2,989.4%
SHOP vs BN
+257.9%
+2,731.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.5% | -3.9% |
| 7D | -10.6% | -3.0% | -7.6% | -8.3% |
| 30D | -18.3% | -13.0% | -5.3% | -8.5% |
| 3M | +14.8% | -15.2% | +30.1% | +31.0% |
| 6M | -5.0% | -5.9% | +0.9% | -1.0% |
| YTD | -21.2% | -15.8% | -5.5% | -10.3% |
| 1Y | -11.6% | -12.2% | +0.6% | -2.2% |
| 3Y | +101.2% | +72.2% | +29.0% | +35.8% |
| 5Y | -15.7% | +33.2% | -48.9% | -29.5% |
| 10Y | +2,989.4% | +264.7% | +2,724.8% | +1,355.1% |
| All | +2,989.4% | +257.9% | +2,731.5% | +1,355.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling