+3,647.2%
SHOP vs FIVE
+596.6%
+3,050.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | -0.5% |
| 7D | -2.7% | +6.2% | -8.9% | -5.2% |
| 30D | -11.0% | +18.2% | -29.2% | -17.7% |
| 3M | +0.3% | +3.8% | -3.5% | -2.3% |
| 6M | +37.7% | +13.7% | +24.0% | +27.2% |
| YTD | -5.5% | +34.7% | -40.3% | -20.0% |
| 1Y | -0.2% | +66.6% | -66.9% | -23.7% |
| 3Y | +151.9% | +44.3% | +107.6% | +87.6% |
| 5Y | -2.2% | +18.8% | -21.0% | -22.0% |
| 10Y | +3,647.2% | +569.2% | +3,078.0% | +1,964.8% |
| All | +3,647.2% | +596.6% | +3,050.6% | +1,964.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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