+3,003.4%
SHOP vs M
-6.4%
+3,009.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.6% | -5.0% | -7.0% |
| 7D | -4.1% | +2.4% | -6.5% | -4.5% |
| 30D | -11.5% | -11.6% | +0.1% | -9.3% |
| 3M | +21.1% | +1.6% | +19.4% | +20.4% |
| 6M | +3.0% | +25.2% | -22.2% | -1.9% |
| YTD | -16.7% | +3.8% | -20.4% | -17.9% |
| 1Y | -8.3% | +36.3% | -44.6% | -14.6% |
| 3Y | +112.8% | +116.3% | -3.5% | +77.6% |
| 5Y | -9.3% | +28.2% | -37.4% | -16.7% |
| 10Y | +3,003.4% | -3.4% | +3,006.8% | +2,690.2% |
| All | +3,003.4% | -6.4% | +3,009.8% | +2,690.2% |
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