+3,167.5%
SHOP vs EXEL
+373.1%
+2,794.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.9% |
| 7D | -4.1% | +1.4% | -5.5% | -4.4% |
| 30D | -11.5% | +6.7% | -18.2% | -13.4% |
| 3M | +21.1% | +11.5% | +9.6% | +16.7% |
| 6M | +3.0% | +38.8% | -35.8% | -8.4% |
| YTD | -16.7% | +31.6% | -48.3% | -25.0% |
| 1Y | -8.3% | +53.0% | -61.3% | -22.2% |
| 3Y | +112.8% | +160.8% | -48.0% | +45.6% |
| 5Y | -9.3% | +190.1% | -199.3% | -40.4% |
| All | +3,167.5% | +373.1% | +2,794.5% | +1,904.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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