-14.7%
SHOP vs BR
+7.7%
-22.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -13.2% | -6.0% | -7.3% | -7.5% |
| 30D | -17.0% | -0.9% | -16.2% | -16.3% |
| 3M | +17.0% | +16.4% | +0.6% | -1.4% |
| 6M | -2.1% | -8.2% | +6.0% | +6.4% |
| YTD | -21.4% | -23.2% | +1.9% | +3.2% |
| 1Y | -11.0% | -30.9% | +20.0% | +31.3% |
| 3Y | +100.9% | -5.0% | +105.9% | +96.8% |
| 5Y | -14.7% | +8.8% | -23.5% | -39.4% |
| All | -14.7% | +7.7% | -22.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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