+3,557.0%
SHOP vs FIVE
+562.8%
+2,994.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +2.8% | +7.3% | -4.5% | -0.4% |
| 30D | -14.2% | +18.1% | -32.2% | -20.6% |
| 3M | -5.5% | +7.7% | -13.2% | -9.5% |
| 6M | +32.8% | +13.6% | +19.2% | +22.7% |
| YTD | -8.9% | +34.6% | -43.5% | -22.8% |
| 1Y | -7.7% | +66.2% | -74.0% | -29.4% |
| 3Y | +139.0% | +43.5% | +95.5% | +78.5% |
| 5Y | -0.5% | +20.7% | -21.2% | -21.2% |
| 10Y | +3,557.0% | +541.5% | +3,015.5% | +1,861.7% |
| All | +3,557.0% | +562.8% | +2,994.3% | +1,861.7% |
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