+96.4%
SHOP vs BND
+13.3%
+83.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.1% |
| 7D | -10.6% | -0.1% | -10.5% | -10.4% |
| 30D | -18.3% | -0.2% | -18.1% | -17.9% |
| 3M | +14.8% | -0.7% | +15.5% | +16.2% |
| 6M | -5.0% | -1.7% | -3.4% | -2.8% |
| YTD | -21.2% | -0.5% | -20.7% | -20.3% |
| 1Y | -11.6% | +0.4% | -12.0% | -11.4% |
| All | +96.4% | +13.3% | +83.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 3y: compounded portfolio wealth divided by compounded BND 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…
3y analysis · Full analysis span regression · 6 months rolling