+3,608.8%
SHOP vs C
+227.2%
+3,381.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.3% |
| 7D | -5.4% | -2.4% | -3.1% | -4.1% |
| 30D | -10.3% | -6.0% | -4.3% | -7.3% |
| 3M | +1.0% | -10.5% | +11.5% | +6.8% |
| 6M | +41.2% | -5.7% | +46.9% | +44.3% |
| YTD | -7.5% | +4.1% | -11.6% | -10.4% |
| 1Y | -4.6% | +20.5% | -25.1% | -14.2% |
| 3Y | +146.4% | +208.1% | -61.7% | +43.1% |
| 5Y | -2.5% | +110.4% | -113.0% | -34.2% |
| All | +3,608.8% | +227.2% | +3,381.6% | +2,270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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