-15.7%
SHOP vs BND
-1.8%
-13.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.0% |
| 7D | -10.6% | -0.1% | -10.5% | -10.4% |
| 30D | -18.3% | -0.2% | -18.1% | -17.8% |
| 3M | +14.8% | -0.7% | +15.5% | +16.7% |
| 6M | -5.0% | -1.7% | -3.4% | -1.5% |
| YTD | -21.2% | -0.5% | -20.7% | -20.0% |
| 1Y | -11.6% | +0.4% | -12.0% | -11.7% |
| 3Y | +101.2% | +13.1% | +88.1% | +54.5% |
| 5Y | -15.7% | -2.1% | -13.6% | -32.0% |
| All | -15.7% | -1.8% | -13.9% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling