-10.8%
SHOP vs COST
+105.5%
-116.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -7.1% |
| 7D | -4.1% | -3.2% | -0.9% | -1.6% |
| 30D | -11.5% | -4.0% | -7.6% | -8.8% |
| 3M | +21.1% | -6.5% | +27.5% | +27.1% |
| 6M | +3.0% | -8.5% | +11.5% | +9.0% |
| YTD | -16.7% | +6.0% | -22.7% | -24.2% |
| 1Y | -8.3% | -5.8% | -2.5% | -7.6% |
| 3Y | +112.8% | +71.8% | +41.0% | +12.8% |
| All | -10.8% | +105.5% | -116.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling