+8,434.7%
SHOP vs BP
+100.5%
+8,334.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | +3.9% | -9.0% | -6.2% |
| 30D | +0.6% | +7.6% | -7.0% | -1.5% |
| 3M | +25.0% | +0.7% | +24.3% | +23.7% |
| 6M | +11.9% | +15.5% | -3.6% | +5.5% |
| YTD | -9.9% | +30.8% | -40.7% | -18.8% |
| 1Y | 0.0% | +34.3% | -34.3% | -11.1% |
| 3Y | +117.5% | +35.1% | +82.4% | +91.4% |
| 5Y | -6.6% | +126.8% | -133.5% | -31.3% |
| 10Y | +3,320.3% | +123.4% | +3,197.0% | +2,228.9% |
| All | +8,434.7% | +100.5% | +8,334.2% | +8,444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling