+3,781.0%
SHOP vs COST
+766.3%
+3,014.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.8% |
| 7D | -1.2% | +5.0% | -6.2% | -4.8% |
| 30D | -14.7% | +12.8% | -27.5% | -22.5% |
| 3M | -7.2% | +15.2% | -22.4% | -17.2% |
| 6M | +54.2% | +7.4% | +46.8% | +44.1% |
| YTD | -8.6% | +29.0% | -37.7% | -27.9% |
| 1Y | +0.5% | +20.3% | -19.8% | -16.1% |
| 3Y | +135.9% | +99.0% | +37.0% | +25.4% |
| 5Y | -11.9% | +125.7% | -137.6% | -57.3% |
| All | +3,781.0% | +766.3% | +3,014.7% | +903.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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