+8,844.7%
SHOP vs EXEL
+2,156.0%
+6,688.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.3% |
| 7D | -2.7% | +2.3% | -5.0% | -3.3% |
| 30D | -11.0% | +19.8% | -30.8% | -15.4% |
| 3M | +0.3% | +32.7% | -32.4% | -7.5% |
| 6M | +37.7% | +49.0% | -11.2% | +22.5% |
| YTD | -5.5% | +63.7% | -69.2% | -19.0% |
| 1Y | -0.2% | +75.8% | -76.0% | -16.3% |
| 3Y | +151.9% | +241.3% | -89.4% | +69.7% |
| 5Y | -2.2% | +289.0% | -291.2% | -36.6% |
| 10Y | +3,647.2% | +377.6% | +3,269.5% | +2,101.9% |
| All | +8,844.7% | +2,156.0% | +6,688.7% | +4,704.2% |
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