-12.1%
SHOP vs BND
-1.8%
-10.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -0.5% |
| 7D | +2.1% | -1.4% | +3.5% | +4.9% |
| 30D | -16.8% | +0.8% | -17.7% | -18.1% |
| 3M | -2.4% | -1.2% | -1.2% | 0.0% |
| 6M | +47.0% | -1.4% | +48.4% | +51.6% |
| YTD | -8.8% | -1.3% | -7.5% | -6.0% |
| 1Y | -6.3% | -1.2% | -5.0% | -3.4% |
| 3Y | +139.3% | +13.7% | +125.6% | +79.8% |
| 5Y | -12.1% | -1.7% | -10.4% | -33.3% |
| All | -12.1% | -1.8% | -10.3% | -33.3% |
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