+8,659.4%
SHOP vs BP
+103.8%
+8,555.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -5.4% | -11.6% | +6.2% | -2.6% |
| 30D | -10.3% | 0.0% | -10.4% | -10.6% |
| 3M | +1.0% | +6.7% | -5.7% | -1.5% |
| 6M | +41.2% | +2.2% | +39.1% | +38.1% |
| YTD | -7.5% | +33.0% | -40.5% | -17.5% |
| 1Y | -4.6% | +30.7% | -35.3% | -14.6% |
| 3Y | +146.4% | +44.2% | +102.2% | +111.7% |
| 5Y | -2.5% | +105.1% | -107.7% | -26.3% |
| 10Y | +3,703.6% | +133.5% | +3,570.1% | +2,422.5% |
| All | +8,659.4% | +103.8% | +8,555.6% | +8,579.6% |
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 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