+8,434.7%
SHOP vs BND
+22.5%
+8,412.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -0.1% | -5.0% | -4.9% |
| 30D | +0.6% | -0.4% | +0.9% | +1.2% |
| 3M | +25.0% | -0.6% | +25.7% | +26.5% |
| 6M | +11.9% | -1.4% | +13.4% | +14.7% |
| YTD | -9.9% | -0.2% | -9.6% | -9.2% |
| 1Y | 0.0% | +1.3% | -1.3% | -1.3% |
| 3Y | +117.5% | +13.2% | +104.3% | +81.2% |
| 5Y | -6.6% | -1.6% | -5.1% | -12.1% |
| 10Y | +3,320.3% | +15.5% | +3,304.9% | +3,061.8% |
| All | +8,434.7% | +22.5% | +8,412.2% | +7,496.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling