+1,333.0%
SHOP vs IR
+282.2%
+1,050.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -5.9% | -6.7% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | -11.5% | -13.6% | +2.1% | -4.3% |
| 3M | +21.1% | +3.7% | +17.4% | +17.9% |
| 6M | +3.0% | -13.1% | +16.0% | +9.1% |
| YTD | -16.7% | -5.1% | -11.6% | -16.7% |
| 1Y | -8.3% | -6.5% | -1.8% | -7.8% |
| 3Y | +112.8% | +8.5% | +104.3% | +98.9% |
| 5Y | -9.3% | +43.3% | -52.6% | -24.5% |
| All | +1,333.0% | +282.2% | +1,050.8% | +834.3% |
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