+1,466.7%
SHOP vs IR
+336.9%
+1,129.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.0% |
| 7D | +2.8% | +1.5% | +1.3% | +2.1% |
| 30D | -14.2% | +9.0% | -23.2% | -18.3% |
| 3M | -5.5% | -0.9% | -4.7% | -5.5% |
| 6M | +32.8% | +13.4% | +19.4% | +22.8% |
| YTD | -8.9% | +8.5% | -17.4% | -15.6% |
| 1Y | -7.7% | +11.3% | -19.0% | -15.7% |
| 3Y | +139.0% | +26.0% | +113.0% | +105.0% |
| 5Y | -0.5% | +47.9% | -48.4% | -20.9% |
| All | +1,466.7% | +336.9% | +1,129.8% | +847.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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