+2,941.1%
SHOP vs BX
+654.4%
+2,286.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.9% |
| 7D | -13.2% | -8.9% | -4.3% | -7.0% |
| 30D | -17.0% | -14.8% | -2.3% | -6.6% |
| 3M | +17.0% | +6.9% | +10.1% | +10.1% |
| 6M | -2.1% | +16.3% | -18.4% | -14.5% |
| YTD | -21.4% | -16.1% | -5.3% | -12.7% |
| 1Y | -11.0% | -26.8% | +15.8% | +9.0% |
| 3Y | +100.9% | +22.4% | +78.5% | +66.6% |
| 5Y | -14.7% | +16.0% | -30.7% | -26.7% |
| All | +2,941.1% | +654.4% | +2,286.6% | +885.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 10y: compounded portfolio wealth divided by compounded BX 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…
10y analysis · Full analysis span regression · 6 months rolling