+3,647.2%
SHOP vs EXPD
+334.2%
+3,313.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +0.4% |
| 7D | -2.7% | -5.5% | +2.8% | +0.6% |
| 30D | -11.0% | -1.9% | -9.1% | -10.3% |
| 3M | +0.3% | +6.1% | -5.8% | -4.2% |
| 6M | +37.7% | +21.6% | +16.1% | +19.6% |
| YTD | -5.5% | +27.9% | -33.4% | -22.9% |
| 1Y | -0.2% | +39.4% | -39.6% | -23.6% |
| 3Y | +151.9% | +72.7% | +79.2% | +59.9% |
| 5Y | -2.2% | +60.3% | -62.5% | -34.9% |
| 10Y | +3,647.2% | +332.6% | +3,314.6% | +1,488.1% |
| All | +3,647.2% | +334.2% | +3,313.0% | +1,488.1% |
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