-2.9%
SHOP vs BP
+103.6%
-106.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | -5.4% | -11.6% | +6.2% | -3.7% |
| 30D | -10.3% | 0.0% | -10.4% | -10.5% |
| 3M | +1.0% | +6.7% | -5.7% | -0.9% |
| 6M | +41.2% | +2.2% | +39.1% | +39.2% |
| YTD | -7.5% | +33.0% | -40.5% | -17.1% |
| 1Y | -4.6% | +30.7% | -35.3% | -14.2% |
| 3Y | +146.4% | +44.2% | +102.2% | +111.5% |
| All | -2.9% | +103.6% | -106.5% | -25.3% |
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 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