+3,781.0%
SHOP vs EXPE
+123.5%
+3,657.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -14.7% | -6.1% | -8.6% | -12.9% |
| 3M | -7.2% | -21.3% | +14.1% | +2.2% |
| 6M | +54.2% | +19.0% | +35.2% | +41.1% |
| YTD | -8.6% | -8.4% | -0.2% | -6.6% |
| 1Y | +0.5% | -2.8% | +3.3% | -0.1% |
| 3Y | +135.9% | +120.8% | +15.2% | +56.8% |
| 5Y | -11.9% | +46.2% | -58.1% | -33.5% |
| All | +3,781.0% | +123.5% | +3,657.5% | +1,917.0% |
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