+8,434.7%
SHOP vs COST
+657.6%
+7,777.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.2% |
| 7D | -5.1% | -3.1% | -2.0% | -2.8% |
| 30D | +0.6% | -2.8% | +3.4% | +2.6% |
| 3M | +25.0% | -5.7% | +30.7% | +30.1% |
| 6M | +11.9% | -8.8% | +20.7% | +18.1% |
| YTD | -9.9% | +6.7% | -16.5% | -17.1% |
| 1Y | 0.0% | -3.6% | +3.6% | -0.9% |
| 3Y | +117.5% | +75.1% | +42.4% | +29.9% |
| 5Y | -6.6% | +108.9% | -115.6% | -50.3% |
| 10Y | +3,320.3% | +586.2% | +2,734.1% | +818.7% |
| All | +8,434.7% | +657.6% | +7,777.1% | +2,109.1% |
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 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