+3,647.2%
SHOP vs EXPE
+119.8%
+3,527.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.7% | -13.3% | +10.7% | +3.5% |
| 30D | -11.0% | -5.5% | -5.5% | -9.5% |
| 3M | +0.3% | -16.5% | +16.8% | +7.5% |
| 6M | +37.7% | +13.1% | +24.6% | +29.1% |
| YTD | -5.5% | -8.0% | +2.5% | -3.6% |
| 1Y | -0.2% | +1.1% | -1.3% | -2.5% |
| 3Y | +151.9% | +131.2% | +20.7% | +63.9% |
| 5Y | -2.2% | +39.8% | -42.0% | -25.4% |
| 10Y | +3,647.2% | +118.5% | +3,528.7% | +1,908.2% |
| All | +3,647.2% | +119.8% | +3,527.3% | +1,908.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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