+2,989.4%
SHOP vs EW
+121.7%
+2,867.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.8% | -5.1% |
| 7D | -10.6% | -5.1% | -5.5% | -7.6% |
| 30D | -18.3% | -6.4% | -11.9% | -14.9% |
| 3M | +14.8% | -1.6% | +16.4% | +15.7% |
| 6M | -5.0% | +2.3% | -7.3% | -6.5% |
| YTD | -21.2% | +1.1% | -22.3% | -22.3% |
| 1Y | -11.6% | +8.0% | -19.6% | -16.7% |
| 3Y | +101.2% | +16.3% | +84.9% | +63.9% |
| 5Y | -15.7% | -29.4% | +13.7% | -1.6% |
| 10Y | +2,989.4% | +125.6% | +2,863.8% | +1,759.9% |
| All | +2,989.4% | +121.7% | +2,867.7% | +1,759.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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