+2,989.4%
SHOP vs IT
+88.4%
+2,901.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.8% | -4.5% |
| 7D | -10.6% | -9.1% | -1.5% | -5.8% |
| 30D | -18.3% | -12.2% | -6.1% | -12.5% |
| 3M | +14.8% | +7.8% | +7.0% | +7.5% |
| 6M | -5.0% | +2.0% | -7.0% | -9.2% |
| YTD | -21.2% | -32.7% | +11.5% | -6.2% |
| 1Y | -11.6% | -31.1% | +19.5% | +2.5% |
| 3Y | +101.2% | -52.1% | +153.3% | +181.8% |
| 5Y | -15.7% | -46.3% | +30.6% | +11.2% |
| 10Y | +2,989.4% | +91.4% | +2,898.1% | +2,819.2% |
| All | +2,989.4% | +88.4% | +2,901.0% | +2,819.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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