-13.3%
SHOP vs EXE
+187.5%
-200.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -5.1% |
| 7D | -10.6% | -2.7% | -7.9% | -10.0% |
| 30D | -18.3% | -0.4% | -17.9% | -18.3% |
| 3M | +14.8% | +9.5% | +5.3% | +11.8% |
| 6M | -5.0% | -9.3% | +4.3% | -3.2% |
| YTD | -21.2% | -10.9% | -10.3% | -19.9% |
| 1Y | -11.6% | +4.3% | -15.9% | -14.7% |
| 3Y | +101.2% | +18.8% | +82.4% | +86.1% |
| 5Y | -15.7% | +101.4% | -117.1% | -28.0% |
| All | -13.3% | +187.5% | -200.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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