+2.1%
SHOP vs EXE
+163.8%
-161.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -2.5% | +1.5% | -4.0% | -2.8% |
| 30D | -16.7% | -0.2% | -16.5% | -16.8% |
| 3M | -2.2% | -9.2% | +7.0% | -0.3% |
| 6M | +45.6% | -7.2% | +52.8% | +47.0% |
| YTD | -7.3% | -18.3% | +11.0% | -4.1% |
| 1Y | -6.1% | -23.6% | +17.5% | -1.1% |
| 3Y | +143.3% | +21.9% | +121.4% | +122.5% |
| 5Y | +0.2% | +73.7% | -73.5% | -12.7% |
| All | +2.1% | +163.8% | -161.7% | -16.0% |
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