+3,557.0%
SHOP vs EXPD
+329.8%
+3,227.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | +2.8% | -7.4% | +10.2% | +7.8% |
| 30D | -14.2% | -2.1% | -12.1% | -13.4% |
| 3M | -5.5% | +5.7% | -11.2% | -9.6% |
| 6M | +32.8% | +21.4% | +11.4% | +15.5% |
| YTD | -8.9% | +27.6% | -36.5% | -25.6% |
| 1Y | -7.7% | +36.1% | -43.8% | -28.1% |
| 3Y | +139.0% | +69.9% | +69.1% | +53.4% |
| 5Y | -0.5% | +59.7% | -60.2% | -33.7% |
| 10Y | +3,557.0% | +323.0% | +3,234.0% | +1,377.4% |
| All | +3,557.0% | +329.8% | +3,227.2% | +1,377.4% |
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