+2,993.7%
SHOP vs ITOT
+303.4%
+2,690.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.2% |
| 7D | -11.2% | -0.9% | -10.3% | -9.7% |
| 30D | -14.4% | -1.5% | -12.9% | -11.8% |
| 3M | +16.6% | +3.6% | +13.0% | +9.4% |
| 6M | -0.6% | +13.7% | -14.3% | -21.0% |
| YTD | -20.0% | +12.9% | -32.9% | -35.3% |
| 1Y | -11.2% | +17.2% | -28.4% | -32.0% |
| 3Y | +99.5% | +75.6% | +23.9% | -17.8% |
| 5Y | -13.2% | +75.5% | -88.7% | -59.6% |
| All | +2,993.7% | +303.4% | +2,690.2% | +388.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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