+3,781.0%
SHOP vs EXEL
+320.7%
+3,460.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -14.7% | +13.1% | -27.9% | -18.3% |
| 3M | -7.2% | +36.3% | -43.6% | -16.7% |
| 6M | +54.2% | +34.5% | +19.7% | +38.5% |
| YTD | -8.6% | +57.4% | -66.0% | -23.4% |
| 1Y | +0.5% | +62.9% | -62.4% | -16.9% |
| 3Y | +135.9% | +229.5% | -93.6% | +44.5% |
| 5Y | -11.9% | +281.2% | -293.1% | -49.1% |
| All | +3,781.0% | +320.7% | +3,460.3% | +1,922.8% |
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