+2,989.4%
SHOP vs EXPE
+153.6%
+2,835.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.1% |
| 7D | -10.6% | -11.5% | +0.9% | -5.5% |
| 30D | -18.3% | -13.1% | -5.2% | -13.1% |
| 3M | +14.8% | +18.1% | -3.3% | +6.6% |
| 6M | -5.0% | +13.3% | -18.3% | -10.2% |
| YTD | -21.2% | -3.2% | -18.0% | -20.6% |
| 1Y | -11.6% | +26.1% | -37.8% | -21.9% |
| 3Y | +101.2% | +151.7% | -50.5% | +27.3% |
| 5Y | -15.7% | +88.3% | -104.0% | -40.9% |
| 10Y | +2,989.4% | +158.0% | +2,831.4% | +1,610.5% |
| All | +2,989.4% | +153.6% | +2,835.8% | +1,610.5% |
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