+3,781.0%
SHOP vs INDA
+115.4%
+3,665.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.4% |
| 7D | -1.2% | +1.1% | -2.3% | -2.2% |
| 30D | -14.7% | +9.4% | -24.1% | -21.1% |
| 3M | -7.2% | +2.9% | -10.2% | -9.4% |
| 6M | +54.2% | +7.2% | +47.0% | +45.5% |
| YTD | -8.6% | -4.8% | -3.8% | -4.4% |
| 1Y | +0.5% | -5.1% | +5.6% | +5.4% |
| 3Y | +135.9% | +16.7% | +119.3% | +109.0% |
| 5Y | -11.9% | +8.8% | -20.7% | -15.3% |
| All | +3,781.0% | +115.4% | +3,665.6% | +2,284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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