+3,647.2%
SHOP vs M
+3.7%
+3,643.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +0.4% |
| 7D | -2.7% | +2.5% | -5.2% | -3.2% |
| 30D | -11.0% | +10.1% | -21.1% | -12.8% |
| 3M | +0.3% | -0.9% | +1.3% | +0.4% |
| 6M | +37.7% | +30.2% | +7.6% | +30.3% |
| YTD | -5.5% | +16.3% | -21.8% | -9.1% |
| 1Y | -0.2% | +27.0% | -27.2% | -5.8% |
| 3Y | +151.9% | +154.5% | -2.6% | +103.8% |
| 5Y | -2.2% | -1.1% | -1.1% | -11.8% |
| 10Y | +3,647.2% | +0.5% | +3,646.7% | +3,423.5% |
| All | +3,647.2% | +3.7% | +3,643.5% | +3,423.5% |
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