+1,471.8%
SHOP vs IR
+332.9%
+1,138.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.2% | +2.5% | -3.7% | -2.5% |
| 30D | -14.7% | +9.2% | -23.9% | -18.9% |
| 3M | -7.2% | +0.9% | -8.2% | -8.1% |
| 6M | +54.2% | +19.2% | +34.9% | +38.6% |
| YTD | -8.6% | +7.5% | -16.1% | -14.9% |
| 1Y | +0.5% | +11.7% | -11.2% | -8.5% |
| 3Y | +135.9% | +23.9% | +112.0% | +104.1% |
| 5Y | -11.9% | +46.4% | -58.3% | -29.6% |
| All | +1,471.8% | +332.9% | +1,138.9% | +854.7% |
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