+7,788.2%
SHOP vs ITOT
+313.5%
+7,474.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -6.6% |
| 7D | -4.1% | +0.7% | -4.7% | -5.1% |
| 30D | -11.5% | -1.1% | -10.4% | -9.6% |
| 3M | +21.1% | +3.9% | +17.2% | +13.1% |
| 6M | +3.0% | +14.7% | -11.7% | -19.0% |
| YTD | -16.7% | +13.3% | -30.0% | -32.7% |
| 1Y | -8.3% | +19.1% | -27.4% | -31.3% |
| 3Y | +112.8% | +77.3% | +35.5% | -11.9% |
| 5Y | -9.3% | +74.1% | -83.3% | -56.3% |
| 10Y | +3,003.4% | +293.1% | +2,710.3% | +416.4% |
| All | +7,788.2% | +313.5% | +7,474.7% | +1,136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling