+2,993.7%
SHOP vs COST
+611.6%
+2,382.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.5% |
| 7D | -11.2% | -1.2% | -10.0% | -10.3% |
| 30D | -14.4% | -4.7% | -9.7% | -11.2% |
| 3M | +16.6% | -7.1% | +23.7% | +23.0% |
| 6M | -0.6% | -8.5% | +8.0% | +5.1% |
| YTD | -20.0% | +5.4% | -25.4% | -25.8% |
| 1Y | -11.2% | -5.6% | -5.6% | -10.4% |
| 3Y | +99.5% | +68.5% | +31.0% | +20.8% |
| 5Y | -13.2% | +105.2% | -118.5% | -54.2% |
| All | +2,993.7% | +611.6% | +2,382.0% | +773.1% |
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