+8,901.8%
SHOP vs BURL
+373.1%
+8,528.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.7% | -0.4% | +4.2% |
| 7D | -9.0% | +10.4% | -19.4% | -12.6% |
| 30D | -4.4% | -4.9% | +0.5% | -2.6% |
| 3M | +24.1% | -29.8% | +53.9% | +42.6% |
| 6M | +20.0% | -16.5% | +36.4% | +27.0% |
| YTD | -4.9% | -10.5% | +5.6% | -2.5% |
| 1Y | -4.9% | -5.3% | +0.4% | -5.7% |
| 3Y | +149.0% | +95.1% | +53.9% | +81.2% |
| 5Y | -0.7% | -12.1% | +11.4% | -7.7% |
| 10Y | +3,808.8% | +273.2% | +3,535.6% | +2,307.6% |
| All | +8,901.8% | +373.1% | +8,528.7% | +5,584.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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