-15.7%
SHOP vs BP
+141.6%
-157.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.2% | -5.8% |
| 7D | -10.6% | +4.0% | -14.6% | -11.3% |
| 30D | -18.3% | +7.8% | -26.1% | -19.6% |
| 3M | +14.8% | +8.4% | +6.5% | +12.2% |
| 6M | -5.0% | +15.1% | -20.1% | -9.5% |
| YTD | -21.2% | +36.4% | -57.6% | -29.4% |
| 1Y | -11.6% | +40.9% | -52.5% | -22.0% |
| 3Y | +101.2% | +38.8% | +62.4% | +75.9% |
| 5Y | -15.7% | +141.1% | -156.8% | -37.5% |
| All | -15.7% | +141.6% | -157.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling