+8,552.4%
SHOP vs BR
+336.1%
+8,216.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -2.1% |
| 30D | -14.7% | +14.4% | -29.1% | -24.6% |
| 3M | -7.2% | +12.4% | -19.6% | -17.0% |
| 6M | +54.2% | +35.4% | +18.7% | +16.4% |
| YTD | -8.6% | -12.2% | +3.5% | +0.3% |
| 1Y | +0.5% | -12.7% | +13.3% | +10.9% |
| 3Y | +135.9% | +14.3% | +121.7% | +103.4% |
| 5Y | -11.9% | +19.3% | -31.2% | -25.8% |
| 10Y | +3,608.8% | +278.1% | +3,330.6% | +1,287.0% |
| All | +8,552.4% | +336.1% | +8,216.3% | +2,732.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling