+8,434.7%
SHOP vs BR
+291.7%
+8,143.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +2.4% |
| 7D | -5.1% | -5.3% | +0.2% | -0.5% |
| 30D | +0.6% | +6.4% | -5.9% | -4.9% |
| 3M | +25.0% | +13.6% | +11.4% | +10.8% |
| 6M | +11.9% | -6.7% | +18.6% | +17.8% |
| YTD | -9.9% | -21.1% | +11.2% | +9.5% |
| 1Y | 0.0% | -29.6% | +29.5% | +33.9% |
| 3Y | +117.5% | -2.4% | +119.9% | +118.5% |
| 5Y | -6.6% | +11.2% | -17.9% | -15.8% |
| 10Y | +3,320.3% | +191.8% | +3,128.5% | +1,426.7% |
| All | +8,434.7% | +291.7% | +8,143.0% | +2,991.4% |
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 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