+3,781.0%
SHOP vs EXPD
+335.0%
+3,446.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | -1.2% | +5.5% | -6.7% | -4.6% |
| 30D | -14.7% | -0.8% | -13.9% | -14.6% |
| 3M | -7.2% | +4.1% | -11.4% | -10.3% |
| 6M | +54.2% | +25.7% | +28.5% | +31.0% |
| YTD | -8.6% | +31.4% | -40.0% | -26.8% |
| 1Y | +0.5% | +42.2% | -41.7% | -24.1% |
| 3Y | +135.9% | +77.2% | +58.8% | +47.0% |
| 5Y | -11.9% | +61.0% | -72.9% | -41.7% |
| All | +3,781.0% | +335.0% | +3,446.0% | +1,386.0% |
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