+3,557.0%
SHOP vs BP
+124.7%
+3,432.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +2.8% | -6.3% | +9.2% | +4.1% |
| 30D | -14.2% | -3.6% | -10.6% | -13.7% |
| 3M | -5.5% | +5.2% | -10.8% | -7.2% |
| 6M | +32.8% | +5.3% | +27.5% | +29.4% |
| YTD | -8.9% | +33.1% | -42.0% | -17.4% |
| 1Y | -7.7% | +26.3% | -34.0% | -15.3% |
| 3Y | +139.0% | +47.5% | +91.5% | +108.7% |
| 5Y | -0.5% | +106.2% | -106.7% | -21.2% |
| 10Y | +3,557.0% | +127.0% | +3,430.1% | +2,744.1% |
| All | +3,557.0% | +124.7% | +3,432.3% | +2,744.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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