+28.9%
SHOP vs COMP
-52.0%
+80.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.7% | -7.1% | 0.0% |
| 7D | -5.4% | +13.4% | -18.9% | -9.4% |
| 30D | -10.3% | +11.1% | -21.4% | -13.9% |
| 3M | +1.0% | -18.8% | +19.8% | +7.4% |
| 6M | +41.2% | +10.5% | +30.7% | +34.0% |
| YTD | -7.5% | -3.4% | -4.1% | -10.8% |
| 1Y | -4.6% | +19.7% | -24.3% | -14.9% |
| 3Y | +146.4% | +381.6% | -235.2% | +14.2% |
| 5Y | -2.5% | -17.6% | +15.0% | -25.9% |
| All | +28.9% | -52.0% | +80.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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