+3,557.0%
SHOP vs CAPR
-68.2%
+3,625.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.9% | +6.4% | -3.3% |
| 7D | +2.8% | +7.6% | -4.8% | +2.6% |
| 30D | -14.2% | +13.3% | -27.5% | -14.6% |
| 3M | -5.5% | +130.4% | -135.9% | -8.2% |
| 6M | +32.8% | -70.8% | +103.6% | +34.2% |
| YTD | -8.9% | -69.3% | +60.3% | -8.3% |
| 1Y | -7.7% | +59.5% | -67.3% | -17.4% |
| 3Y | +139.0% | +216.8% | -77.8% | +96.9% |
| 5Y | -0.5% | +152.7% | -153.2% | -19.3% |
| 10Y | +3,557.0% | -68.2% | +3,625.2% | +2,588.8% |
| All | +3,557.0% | -68.2% | +3,625.2% | +2,588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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