+3,663.5%
SHOP vs M
-5.1%
+3,668.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -2.5% | -3.3% | +0.8% | -1.9% |
| 30D | -16.7% | +8.1% | -24.8% | -18.1% |
| 3M | -2.2% | +2.2% | -4.4% | -2.7% |
| 6M | +45.6% | +35.1% | +10.4% | +36.6% |
| YTD | -7.3% | +15.8% | -23.1% | -10.7% |
| 1Y | -6.1% | +25.8% | -31.9% | -11.2% |
| 3Y | +143.3% | +156.2% | -12.9% | +96.5% |
| 5Y | +0.2% | -2.4% | +2.5% | -9.6% |
| 10Y | +3,663.5% | -7.1% | +3,670.6% | +3,398.5% |
| All | +3,663.5% | -5.1% | +3,668.6% | +3,398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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