+2,941.1%
SHOP vs INDA
+83.0%
+2,858.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.8% |
| 7D | -13.2% | -3.6% | -9.6% | -10.3% |
| 30D | -17.0% | -4.0% | -13.1% | -14.0% |
| 3M | +17.0% | +1.7% | +15.3% | +15.7% |
| 6M | -2.1% | -3.6% | +1.5% | +1.4% |
| YTD | -21.4% | -11.0% | -10.4% | -12.8% |
| 1Y | -11.0% | -9.5% | -1.5% | -2.6% |
| 3Y | +100.9% | +7.6% | +93.3% | +91.9% |
| 5Y | -14.7% | +4.8% | -19.5% | -14.4% |
| All | +2,941.1% | +83.0% | +2,858.1% | +2,038.1% |
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