+3,003.4%
SHOP vs BP
+126.3%
+2,877.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.4% | -10.0% | -8.1% |
| 7D | -4.1% | +0.9% | -5.0% | -4.3% |
| 30D | -11.5% | +9.1% | -20.7% | -13.4% |
| 3M | +21.1% | +3.9% | +17.1% | +19.0% |
| 6M | +3.0% | +13.6% | -10.6% | -1.6% |
| YTD | -16.7% | +34.0% | -50.7% | -24.3% |
| 1Y | -8.3% | +39.2% | -47.5% | -17.9% |
| 3Y | +112.8% | +36.4% | +76.4% | +90.0% |
| 5Y | -9.3% | +135.8% | -145.1% | -30.4% |
| 10Y | +3,003.4% | +125.0% | +2,878.4% | +2,240.6% |
| All | +3,003.4% | +126.3% | +2,877.2% | +2,240.6% |
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