+8,434.7%
SHOP vs BX
+433.2%
+8,001.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -5.1% | -4.4% | -0.7% | -2.0% |
| 30D | +0.6% | +0.1% | +0.5% | +0.3% |
| 3M | +25.0% | +16.0% | +9.0% | +11.0% |
| 6M | +11.9% | +21.6% | -9.7% | -4.8% |
| YTD | -9.9% | -8.9% | -1.0% | -6.0% |
| 1Y | 0.0% | -16.6% | +16.6% | +10.5% |
| 3Y | +117.5% | +43.3% | +74.2% | +62.9% |
| 5Y | -6.6% | +25.7% | -32.3% | -23.1% |
| 10Y | +3,320.3% | +689.5% | +2,630.8% | +882.5% |
| All | +8,434.7% | +433.2% | +8,001.5% | +2,316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling