+3,772.8%
SHOP vs BP
+141.7%
+3,631.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +2.1% | +2.5% | -0.4% | +1.6% |
| 30D | -16.8% | -5.6% | -11.3% | -16.0% |
| 3M | -2.4% | +8.0% | -10.5% | -4.6% |
| 6M | +47.0% | +5.7% | +41.4% | +43.5% |
| YTD | -8.8% | +36.8% | -45.6% | -17.8% |
| 1Y | -6.3% | +30.7% | -37.0% | -14.6% |
| 3Y | +139.3% | +51.6% | +87.7% | +107.9% |
| 5Y | -12.1% | +112.2% | -124.3% | -30.7% |
| All | +3,772.8% | +141.7% | +3,631.1% | +2,968.1% |
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