+8,434.7%
SHOP vs EXEL
+1,755.7%
+6,679.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.1% | +8.4% | -13.5% | -7.3% |
| 30D | +0.6% | +4.1% | -3.5% | -0.8% |
| 3M | +25.0% | +12.4% | +12.6% | +20.7% |
| 6M | +11.9% | +41.5% | -29.6% | +0.4% |
| YTD | -9.9% | +34.6% | -44.5% | -18.3% |
| 1Y | 0.0% | +57.9% | -57.9% | -14.1% |
| 3Y | +117.5% | +159.5% | -42.0% | +57.5% |
| 5Y | -6.6% | +198.5% | -205.1% | -35.2% |
| 10Y | +3,320.3% | +411.4% | +2,909.0% | +1,922.2% |
| All | +8,434.7% | +1,755.7% | +6,679.0% | +4,744.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling