+3,291.5%
SHOP vs EXPD
+314.6%
+2,977.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -5.1% | -1.1% | -4.0% | -4.4% |
| 30D | +0.6% | +4.1% | -3.5% | -2.1% |
| 3M | +25.0% | +17.9% | +7.1% | +11.7% |
| 6M | +11.9% | +29.2% | -17.3% | -7.9% |
| YTD | -9.9% | +27.4% | -37.2% | -25.7% |
| 1Y | 0.0% | +56.8% | -56.9% | -30.3% |
| 3Y | +117.5% | +68.0% | +49.5% | +42.7% |
| 5Y | -6.6% | +61.9% | -68.5% | -37.8% |
| All | +3,291.5% | +314.6% | +2,977.0% | +1,280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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