+8,680.0%
SHOP vs COST
+801.1%
+7,878.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.3% |
| 7D | -2.5% | +3.9% | -6.4% | -5.4% |
| 30D | -16.7% | +13.5% | -30.2% | -24.6% |
| 3M | -2.2% | +15.3% | -17.5% | -12.6% |
| 6M | +45.6% | +9.2% | +36.4% | +34.3% |
| YTD | -7.3% | +26.9% | -34.1% | -25.4% |
| 1Y | -6.1% | +19.7% | -25.8% | -21.0% |
| 3Y | +143.3% | +96.0% | +47.3% | +33.8% |
| 5Y | +0.2% | +124.0% | -123.9% | -49.7% |
| 10Y | +3,663.5% | +760.6% | +2,902.9% | +757.1% |
| All | +8,680.0% | +801.1% | +7,878.9% | +1,887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling