+3,569.5%
SHOP vs EXPE
+119.9%
+3,449.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.4% | +5.8% |
| 7D | -5.4% | -9.3% | +3.9% | -1.5% |
| 30D | -10.3% | +0.1% | -10.5% | -11.2% |
| 3M | +1.0% | -15.3% | +16.3% | +7.6% |
| 6M | +41.2% | +5.5% | +35.8% | +36.3% |
| YTD | -7.5% | -8.0% | +0.5% | -5.6% |
| 1Y | -4.6% | +18.9% | -23.4% | -14.1% |
| 3Y | +146.4% | +135.5% | +10.9% | +59.0% |
| 5Y | -2.5% | +44.3% | -46.8% | -26.3% |
| All | +3,569.5% | +119.9% | +3,449.7% | +1,866.4% |
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