+8,434.7%
SHOP vs EXC
+163.9%
+8,270.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.2% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | +0.6% | -3.7% | +4.3% | +1.8% |
| 3M | +25.0% | -1.3% | +26.3% | +25.2% |
| 6M | +11.9% | -9.7% | +21.6% | +15.1% |
| YTD | -9.9% | +2.9% | -12.8% | -11.8% |
| 1Y | 0.0% | +4.4% | -4.4% | -3.0% |
| 3Y | +117.5% | +22.2% | +95.3% | +92.8% |
| 5Y | -6.6% | +46.7% | -53.4% | -25.0% |
| 10Y | +3,320.3% | +155.3% | +3,165.0% | +1,978.9% |
| All | +8,434.7% | +163.9% | +8,270.8% | +5,082.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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