+124.0%
SHOP vs BP
+33.3%
+90.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -5.1% | +3.9% | -9.0% | -5.5% |
| 30D | +0.6% | +7.6% | -7.0% | -0.3% |
| 3M | +25.0% | +0.7% | +24.3% | +25.1% |
| 6M | +11.9% | +15.5% | -3.6% | +6.5% |
| YTD | -9.9% | +30.8% | -40.7% | -18.6% |
| 1Y | 0.0% | +34.3% | -34.3% | -11.4% |
| All | +124.0% | +33.3% | +90.6% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling